-99.9%
DFNS vs DGX
+105.2%
-205.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -6.3% | -0.9% | -5.5% | -6.2% |
| 30D | -74.0% | -1.2% | -72.8% | -73.9% |
| 3M | -70.1% | +15.8% | -85.9% | -70.8% |
| 6M | -93.9% | +18.2% | -112.1% | -94.1% |
| YTD | -98.1% | +37.2% | -135.3% | -98.2% |
| 1Y | -98.3% | +30.4% | -128.6% | -98.4% |
| 3Y | -99.9% | +96.7% | -196.6% | -99.9% |
| 5Y | -99.9% | +67.2% | -167.0% | -99.9% |
| All | -99.9% | +105.2% | -205.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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