-99.9%
DFNS vs DRI
+242.1%
-341.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.0% |
| 7D | +0.8% | -1.2% | +2.0% | +0.7% |
| 30D | -73.2% | -0.4% | -72.8% | -73.2% |
| 3M | -72.4% | +9.5% | -82.0% | -72.2% |
| 6M | -95.2% | +6.5% | -101.7% | -95.3% |
| YTD | -98.0% | +18.4% | -116.4% | -97.9% |
| 1Y | -98.3% | +4.2% | -102.5% | -98.3% |
| 3Y | -99.9% | +57.1% | -157.0% | -99.9% |
| 5Y | -99.9% | +70.4% | -170.3% | -99.8% |
| All | -99.9% | +242.1% | -341.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling