-99.9%
DFNS vs DRI
+248.4%
-348.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | -16.0% | +0.6% | -16.6% | -15.9% |
| 30D | -77.7% | +3.8% | -81.5% | -77.5% |
| 3M | -77.2% | +13.0% | -90.2% | -76.8% |
| 6M | -95.2% | +8.3% | -103.5% | -95.2% |
| YTD | -98.0% | +20.6% | -118.6% | -97.9% |
| 1Y | -98.3% | +6.5% | -104.7% | -98.3% |
| 3Y | -99.9% | +53.7% | -153.6% | -99.9% |
| 5Y | -99.9% | +72.7% | -172.5% | -99.8% |
| All | -99.9% | +248.4% | -348.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling