-99.7%
DFNS vs DAR
+59.8%
-159.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +2.2% | -21.5% | -18.6% |
| 7D | -12.7% | +9.2% | -21.9% | -9.9% |
| 30D | -65.2% | -12.3% | -53.0% | -67.7% |
| 3M | -94.6% | -12.7% | -81.8% | -95.0% |
| 6M | -96.2% | -12.8% | -83.5% | -96.4% |
| YTD | -99.6% | +53.8% | -153.4% | -99.8% |
| 1Y | -99.7% | +60.3% | -160.0% | -99.8% |
| All | -99.7% | +59.8% | -159.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling