-99.9%
DFNS vs DG
-29.7%
-70.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | -3.3% | -6.3% | +3.0% | -1.7% |
| 30D | -73.1% | +2.4% | -75.5% | -73.5% |
| 3M | -71.4% | +12.4% | -83.8% | -71.7% |
| 6M | -93.8% | -14.9% | -78.9% | -93.8% |
| YTD | -98.0% | -6.1% | -92.0% | -98.0% |
| 1Y | -98.2% | +17.9% | -116.0% | -98.2% |
| 3Y | -99.9% | +3.1% | -103.0% | -99.9% |
| 5Y | -99.9% | -38.7% | -61.2% | -99.9% |
| All | -99.9% | -29.7% | -70.1% | -99.9% |
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