+7.2%
DIS vs DFNS
-99.8%
+107.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.2% | +11.8% | -0.3% |
| 7D | +5.2% | -44.0% | +49.2% | +5.6% |
| 30D | +11.5% | -69.1% | +80.6% | +12.2% |
| 3M | +11.5% | -95.6% | +107.2% | +13.7% |
| 6M | +8.9% | -96.2% | +105.0% | +9.7% |
| YTD | +3.4% | -99.6% | +103.0% | +7.8% |
| 1Y | +7.2% | -99.7% | +106.9% | +11.8% |
| All | +7.2% | -99.8% | +107.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling