-99.9%
DFNS vs DAR
+136.8%
-236.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -16.0% | +1.4% | -17.3% | -16.4% |
| 30D | -77.7% | +12.8% | -90.5% | -78.0% |
| 3M | -77.2% | +7.4% | -84.5% | -77.5% |
| 6M | -95.2% | +22.3% | -117.4% | -95.5% |
| YTD | -98.0% | +81.1% | -179.1% | -98.3% |
| 1Y | -98.3% | +106.5% | -204.8% | -98.6% |
| 3Y | -99.9% | +5.3% | -105.2% | -99.9% |
| 5Y | -99.9% | -11.5% | -88.3% | -99.9% |
| All | -99.9% | +136.8% | -236.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling