-99.9%
DFNS vs DOW
-37.1%
-62.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.8% | -2.9% | +3.7% | +1.2% |
| 30D | -73.2% | +2.0% | -75.2% | -73.3% |
| 3M | -72.4% | -12.5% | -59.9% | -71.7% |
| 6M | -95.2% | -9.2% | -86.0% | -95.3% |
| YTD | -98.0% | +30.8% | -128.8% | -98.3% |
| 1Y | -98.3% | +29.4% | -127.7% | -98.5% |
| 3Y | -99.9% | -34.6% | -65.3% | -99.9% |
| 5Y | -99.9% | -35.9% | -63.9% | -99.9% |
| All | -99.9% | -37.1% | -62.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling