-99.6%
DFNS vs DRI
+34.0%
-133.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.1% | -23.5% | -27.7% |
| 7D | -27.7% | +6.5% | -34.2% | -38.1% |
| 30D | -58.0% | +16.4% | -74.4% | -70.2% |
| 3M | -94.0% | +13.6% | -107.6% | -96.2% |
| 6M | -94.6% | +22.0% | -116.6% | -96.4% |
| YTD | -99.4% | +29.3% | -128.7% | -99.6% |
| 1Y | -99.6% | +32.0% | -131.7% | -99.8% |
| All | -99.6% | +34.0% | -133.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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