-100.0%
DFNS vs DOC
+43.5%
-143.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.1% | -21.5% | -17.0% |
| 7D | -27.7% | +8.7% | -36.4% | -24.8% |
| 30D | -58.0% | +7.6% | -65.6% | -56.4% |
| 3M | -94.0% | -5.3% | -88.7% | -94.1% |
| 6M | -94.6% | +27.6% | -122.2% | -93.9% |
| YTD | -99.4% | +32.4% | -131.8% | -99.3% |
| 1Y | -99.6% | +22.9% | -122.5% | -99.6% |
| All | -100.0% | +43.5% | -143.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling