-95.4%
DFNS vs DG
+24.1%
-119.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.6% |
| 7D | -13.0% | -3.0% | -10.0% | -7.2% |
| 30D | -56.9% | +8.6% | -65.5% | -65.4% |
| 3M | -93.2% | +15.0% | -108.3% | -96.1% |
| 6M | -95.4% | +32.7% | -128.1% | -97.1% |
| All | -95.4% | +24.1% | -119.6% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling