+116.1%
DIA vs DFNS
-100.0%
+216.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.2% |
| 7D | +0.8% | -42.8% | +43.6% | +0.7% |
| 30D | +1.4% | -67.6% | +69.0% | +1.4% |
| 3M | -2.7% | -94.9% | +92.2% | -2.9% |
| 6M | +6.2% | -96.7% | +103.0% | +6.2% |
| YTD | +10.1% | -99.6% | +109.7% | +9.8% |
| 1Y | +13.0% | -99.7% | +112.7% | +12.7% |
| 3Y | +61.9% | -100.0% | +161.8% | +61.8% |
| 5Y | +57.1% | -100.0% | +157.0% | +55.4% |
| All | +116.1% | -100.0% | +216.1% | +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