+120.0%
DIA vs DFNS
-99.9%
+219.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.2% | -16.0% | +15.8% | -0.2% |
| 30D | -1.5% | -77.7% | +76.2% | -1.6% |
| 3M | +3.8% | -77.2% | +80.9% | +3.8% |
| 6M | +10.3% | -95.2% | +105.4% | +10.2% |
| YTD | +12.1% | -98.0% | +110.1% | +11.9% |
| 1Y | +18.6% | -98.3% | +116.9% | +18.5% |
| 3Y | +60.6% | -99.9% | +160.5% | +60.7% |
| 5Y | +64.4% | -99.9% | +164.3% | +62.6% |
| All | +120.0% | -99.9% | +219.8% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling