-96.2%
DFNS vs DRI
+16.0%
-112.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.0% | -11.2% | -9.4% |
| 7D | -44.0% | +2.8% | -46.8% | -50.4% |
| 30D | -69.1% | +13.3% | -82.4% | -80.7% |
| 3M | -95.6% | +8.2% | -103.8% | -97.9% |
| 6M | -96.2% | +17.5% | -113.7% | -98.2% |
| All | -96.2% | +16.0% | -112.2% | -98.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling