-99.7%
DFNS vs DOC
+21.7%
-121.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.2% | -19.4% | -19.7% |
| 7D | -37.4% | +6.2% | -43.7% | -37.3% |
| 30D | -65.8% | +6.5% | -72.3% | -65.7% |
| 3M | -95.0% | -6.2% | -88.8% | -95.0% |
| 6M | -95.8% | +25.6% | -121.4% | -96.1% |
| YTD | -99.5% | +32.1% | -131.6% | -99.6% |
| 1Y | -99.7% | +20.3% | -120.0% | -99.8% |
| All | -99.7% | +21.7% | -121.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling