-100.0%
DFNS vs DG
-21.2%
-78.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.5% | +12.4% | +12.7% |
| 7D | -37.0% | +5.2% | -42.2% | -38.0% |
| 30D | -63.4% | +7.9% | -71.3% | -64.2% |
| 3M | -94.1% | +12.7% | -106.8% | -94.3% |
| 6M | -96.3% | +22.4% | -118.7% | -96.5% |
| YTD | -99.6% | +5.4% | -105.0% | -99.6% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.7% |
| 3Y | -100.0% | +24.1% | -124.1% | -100.0% |
| 5Y | -100.0% | -32.2% | -67.8% | -100.0% |
| All | -100.0% | -21.2% | -78.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling