-98.3%
DFNS vs DG
+23.4%
-121.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -1.3% |
| 7D | -16.0% | +8.4% | -24.4% | -25.1% |
| 30D | -77.7% | +4.9% | -82.6% | -79.8% |
| 3M | -77.2% | +29.3% | -106.5% | -81.4% |
| 6M | -95.2% | -11.3% | -83.9% | -95.4% |
| YTD | -98.0% | +1.8% | -99.7% | -98.1% |
| 1Y | -98.3% | +25.3% | -123.6% | -98.7% |
| All | -98.3% | +23.4% | -121.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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