+3.1%
DIS vs DFNS
-100.0%
+103.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | +1.9% | -6.0% | +7.9% | +1.9% |
| 30D | +9.2% | -71.2% | +80.3% | +9.3% |
| 3M | +13.5% | -94.5% | +108.0% | +14.0% |
| 6M | +14.3% | -96.5% | +110.8% | +14.1% |
| YTD | +5.4% | -99.6% | +105.0% | +5.4% |
| 1Y | +12.2% | -99.7% | +111.8% | +12.2% |
| 3Y | +37.2% | -100.0% | +137.2% | +42.8% |
| 5Y | -23.1% | -100.0% | +76.8% | -25.5% |
| All | +3.1% | -100.0% | +103.1% | +0.8% |
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