-94.1%
DFNS vs DG
+10.7%
-104.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.5% | +12.4% | +12.9% |
| 7D | -37.0% | +5.2% | -42.2% | -35.4% |
| 30D | -63.4% | +7.9% | -71.3% | -61.8% |
| 3M | -94.1% | +12.7% | -106.8% | -93.3% |
| All | -94.1% | +10.7% | -104.8% | -93.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling