+2.4%
DIS vs DFNS
-100.0%
+102.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -19.4% | +18.2% | -1.2% |
| 7D | +0.9% | -12.7% | +13.5% | +0.9% |
| 30D | +8.9% | -65.2% | +74.1% | +9.0% |
| 3M | +14.5% | -94.6% | +109.1% | +15.0% |
| 6M | +12.2% | -96.2% | +108.5% | +12.0% |
| YTD | +4.7% | -99.6% | +104.3% | +4.8% |
| 1Y | +2.8% | -99.7% | +102.5% | +2.9% |
| 3Y | +38.1% | -100.0% | +138.1% | +43.8% |
| 5Y | -23.6% | -100.0% | +76.4% | -26.0% |
| All | +2.4% | -100.0% | +102.4% | +0.2% |
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