-99.9%
DFNS vs DGX
+105.6%
-205.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -73.2% | -1.2% | -72.0% | -73.2% |
| 3M | -72.4% | +19.9% | -92.3% | -73.3% |
| 6M | -95.2% | +19.2% | -114.4% | -95.4% |
| YTD | -98.0% | +37.5% | -135.5% | -98.1% |
| 1Y | -98.3% | +31.3% | -129.5% | -98.4% |
| 3Y | -99.9% | +96.6% | -196.5% | -99.9% |
| 5Y | -99.9% | +64.3% | -164.1% | -99.9% |
| All | -99.9% | +105.6% | -205.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling