-100.0%
DFNS vs DOW
+2.3%
-102.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.1% | +12.6% |
| 7D | -37.0% | -6.8% | -30.1% | -36.2% |
| 30D | -63.4% | +10.8% | -74.2% | -63.8% |
| 3M | -94.1% | +4.1% | -98.2% | -94.1% |
| 6M | -96.3% | -12.7% | -83.6% | -96.2% |
| YTD | -99.6% | +39.2% | -138.8% | -99.6% |
| 1Y | -99.7% | +49.5% | -149.2% | -99.7% |
| 3Y | -100.0% | -24.4% | -75.6% | -100.0% |
| 5Y | -100.0% | -29.6% | -70.4% | -100.0% |
| All | -100.0% | +2.3% | -102.3% | -100.0% |
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