-100.0%
DFNS vs DOW
-24.5%
-75.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -42.8% | -9.4% | -33.4% | -41.4% |
| 30D | -67.6% | +8.9% | -76.5% | -68.1% |
| 3M | -94.9% | +6.7% | -101.6% | -94.9% |
| 6M | -96.7% | -14.2% | -82.5% | -96.6% |
| YTD | -99.6% | +36.9% | -136.5% | -99.7% |
| 1Y | -99.7% | +45.8% | -145.5% | -99.8% |
| 3Y | -100.0% | -23.9% | -76.1% | -100.0% |
| All | -100.0% | -24.5% | -75.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling