-99.9%
DFNS vs DG
-23.9%
-75.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -16.0% | +8.4% | -24.4% | -18.0% |
| 30D | -77.7% | +4.9% | -82.6% | -78.1% |
| 3M | -77.2% | +29.3% | -106.5% | -78.1% |
| 6M | -95.2% | -11.3% | -83.9% | -95.2% |
| YTD | -98.0% | +1.8% | -99.7% | -98.0% |
| 1Y | -98.3% | +25.3% | -123.6% | -98.3% |
| 3Y | -99.9% | +9.1% | -109.0% | -99.9% |
| 5Y | -99.9% | -34.9% | -65.0% | -99.9% |
| All | -99.9% | -23.9% | -75.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling