-99.6%
DFNS vs DG
+45.3%
-144.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.5% | -26.9% | -28.0% |
| 7D | -27.7% | +12.3% | -39.9% | -39.8% |
| 30D | -58.0% | +19.3% | -77.3% | -67.7% |
| 3M | -94.0% | +11.9% | -105.8% | -95.2% |
| 6M | -94.6% | +25.0% | -119.6% | -95.9% |
| YTD | -99.4% | +8.7% | -108.2% | -99.5% |
| 1Y | -99.6% | +44.7% | -144.3% | -99.8% |
| All | -99.6% | +45.3% | -144.9% | -99.8% |
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