-98.3%
DFNS vs DOW
+29.4%
-127.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.7% |
| 7D | +4.6% | -6.0% | +10.7% | +3.6% |
| 30D | -73.9% | -2.7% | -71.1% | -73.9% |
| 3M | -71.7% | -10.5% | -61.2% | -71.1% |
| 6M | -94.6% | -12.4% | -82.1% | -94.7% |
| YTD | -98.1% | +30.0% | -128.1% | -98.6% |
| 1Y | -98.3% | +27.8% | -126.1% | -98.8% |
| All | -98.3% | +29.4% | -127.7% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling