-99.9%
DFNS vs DGX
+59.5%
-159.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +2.1% |
| 7D | -3.3% | -3.5% | +0.1% | -2.4% |
| 30D | -73.1% | -2.7% | -70.4% | -72.9% |
| 3M | -71.4% | +13.9% | -85.3% | -72.0% |
| 6M | -93.8% | +16.0% | -109.9% | -94.0% |
| YTD | -98.0% | +34.9% | -133.0% | -98.2% |
| 1Y | -98.2% | +30.6% | -128.7% | -98.3% |
| 3Y | -99.9% | +93.0% | -192.9% | -99.9% |
| 5Y | -99.9% | +64.4% | -164.3% | -99.9% |
| All | -99.9% | +59.5% | -159.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling