-99.9%
DFNS vs DD
+61.3%
-161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -16.0% | -3.5% | -12.5% | -15.6% |
| 30D | -77.7% | -10.3% | -67.4% | -77.4% |
| 3M | -77.2% | -7.5% | -69.6% | -77.0% |
| 6M | -95.2% | -8.0% | -87.2% | -95.2% |
| YTD | -98.0% | +10.5% | -108.4% | -97.9% |
| 1Y | -98.3% | +38.3% | -136.5% | -98.2% |
| 3Y | -99.9% | +42.5% | -142.4% | -99.9% |
| All | -99.9% | +61.3% | -161.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling