+64.1%
DIA vs DFNS
-99.9%
+164.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | -2.1% | -73.2% | +71.2% | -2.1% |
| 3M | +4.2% | -72.4% | +76.6% | +4.2% |
| 6M | +11.9% | -95.2% | +107.1% | +11.8% |
| YTD | +10.8% | -98.0% | +108.8% | +10.6% |
| 1Y | +17.5% | -98.3% | +115.8% | +17.3% |
| 3Y | +59.9% | -99.9% | +159.8% | +59.3% |
| 5Y | +64.1% | -99.9% | +164.0% | +73.9% |
| All | +64.1% | -99.9% | +164.0% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling