-99.9%
DFNS vs DOC
-24.5%
-75.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.1% |
| 7D | -16.0% | -1.5% | -14.5% | -16.3% |
| 30D | -77.7% | -4.8% | -72.9% | -77.9% |
| 3M | -77.2% | +6.9% | -84.1% | -76.7% |
| 6M | -95.2% | +20.7% | -115.9% | -94.9% |
| YTD | -98.0% | +34.1% | -132.1% | -97.8% |
| 1Y | -98.3% | +22.6% | -120.9% | -98.2% |
| 3Y | -99.9% | +20.8% | -120.7% | -99.9% |
| All | -99.9% | -24.5% | -75.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling