-100.0%
DFNS vs DRI
+78.6%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.4% |
| 7D | -6.0% | +1.1% | -7.0% | -5.8% |
| 30D | -71.2% | +9.7% | -80.9% | -70.6% |
| 3M | -94.5% | +3.2% | -97.7% | -94.5% |
| 6M | -96.5% | +20.6% | -117.1% | -96.4% |
| YTD | -99.6% | +28.3% | -127.9% | -99.6% |
| 1Y | -99.7% | +34.5% | -134.2% | -99.7% |
| 3Y | -100.0% | +66.5% | -166.5% | -100.0% |
| All | -100.0% | +78.6% | -178.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling