-99.9%
DFNS vs DOW
-3.7%
-96.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -3.3% | -2.4% | -1.0% | -3.0% |
| 30D | -73.1% | -4.1% | -69.0% | -72.9% |
| 3M | -71.4% | -12.4% | -58.9% | -70.7% |
| 6M | -93.8% | -10.6% | -83.2% | -93.9% |
| YTD | -98.0% | +31.1% | -129.1% | -98.3% |
| 1Y | -98.2% | +30.5% | -128.7% | -98.4% |
| 3Y | -99.9% | -34.4% | -65.5% | -99.9% |
| 5Y | -99.9% | -35.5% | -64.4% | -99.9% |
| All | -99.9% | -3.7% | -96.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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