-100.0%
DFNS vs DRI
+272.1%
-372.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -2.8% |
| 7D | -42.8% | +3.1% | -45.9% | -42.5% |
| 30D | -67.6% | +16.2% | -83.8% | -66.9% |
| 3M | -94.9% | +8.4% | -103.2% | -94.8% |
| 6M | -96.7% | +19.0% | -115.7% | -96.7% |
| YTD | -99.6% | +28.8% | -128.4% | -99.6% |
| 1Y | -99.7% | +33.1% | -132.9% | -99.7% |
| 3Y | -100.0% | +70.8% | -170.7% | -100.0% |
| 5Y | -100.0% | +74.2% | -174.2% | -100.0% |
| All | -100.0% | +272.1% | -372.1% | -100.0% |
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