-95.2%
DFNS vs DOW
-6.0%
-89.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | -2.3% |
| 7D | -16.0% | -2.4% | -13.6% | -17.6% |
| 30D | -77.7% | +0.4% | -78.1% | -77.7% |
| 3M | -77.2% | -14.4% | -62.8% | -78.2% |
| 6M | -95.2% | -7.0% | -88.2% | -95.5% |
| All | -95.2% | -6.0% | -89.2% | -95.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling