-99.9%
DFNS vs DD
+114.3%
-214.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.3% |
| 7D | +4.6% | -3.8% | +8.4% | +5.1% |
| 30D | -73.9% | -9.2% | -64.6% | -73.6% |
| 3M | -71.7% | -9.0% | -62.7% | -71.4% |
| 6M | -94.6% | -5.0% | -89.6% | -94.5% |
| YTD | -98.1% | +7.4% | -105.5% | -98.0% |
| 1Y | -98.3% | +35.1% | -133.4% | -98.2% |
| 3Y | -99.9% | +43.2% | -143.1% | -99.9% |
| 5Y | -99.9% | +59.6% | -159.5% | -99.9% |
| All | -99.9% | +114.3% | -214.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling