+3.2%
DIS vs DFNS
-100.0%
+103.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.0% |
| 7D | +5.3% | -42.8% | +48.1% | +5.4% |
| 30D | +10.2% | -67.6% | +77.8% | +10.4% |
| 3M | +13.5% | -94.9% | +108.4% | +14.0% |
| 6M | +11.1% | -96.7% | +107.9% | +11.0% |
| YTD | +5.5% | -99.6% | +105.1% | +5.6% |
| 1Y | +9.1% | -99.7% | +108.9% | +9.2% |
| 3Y | +36.0% | -100.0% | +136.0% | +41.6% |
| 5Y | -29.8% | -100.0% | +70.1% | -32.1% |
| All | +3.2% | -100.0% | +103.2% | +0.9% |
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 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