+115.8%
DIA vs DFNS
-99.9%
+215.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.8% |
| 7D | -1.2% | +4.6% | -5.9% | -1.2% |
| 30D | -2.7% | -73.9% | +71.2% | -2.8% |
| 3M | +3.3% | -71.7% | +75.0% | +3.4% |
| 6M | +10.4% | -94.6% | +105.0% | +10.4% |
| YTD | +10.0% | -98.1% | +108.1% | +9.8% |
| 1Y | +16.2% | -98.3% | +114.5% | +16.0% |
| 3Y | +58.7% | -99.9% | +158.6% | +58.8% |
| 5Y | +63.6% | -99.9% | +163.4% | +61.9% |
| All | +115.8% | -99.9% | +215.7% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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