-99.9%
DFNS vs DUK
+85.7%
-185.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -6.3% | -0.7% | -5.7% | -6.8% |
| 30D | -74.0% | -2.4% | -71.5% | -74.2% |
| 3M | -70.1% | -3.0% | -67.2% | -70.3% |
| 6M | -93.9% | -6.6% | -87.4% | -94.0% |
| YTD | -98.1% | +4.6% | -102.6% | -98.0% |
| 1Y | -98.3% | +1.2% | -99.5% | -98.3% |
| 3Y | -99.9% | +45.7% | -145.5% | -99.9% |
| 5Y | -99.9% | +40.3% | -140.2% | -99.8% |
| All | -99.9% | +85.7% | -185.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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