-99.9%
DFNS vs DKS
+271.0%
-370.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -3.3% | -4.7% | +1.4% | -3.5% |
| 30D | -73.1% | -35.1% | -38.0% | -73.2% |
| 3M | -71.4% | -37.7% | -33.7% | -71.5% |
| 6M | -93.8% | -30.7% | -63.1% | -93.9% |
| YTD | -98.0% | -31.9% | -66.1% | -98.1% |
| 1Y | -98.2% | -40.0% | -58.2% | -98.2% |
| 3Y | -99.9% | +28.4% | -128.3% | -99.9% |
| 5Y | -99.9% | +12.4% | -112.3% | -99.9% |
| All | -99.9% | +271.0% | -370.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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