+62.5%
DRAM vs DFNS
-96.3%
+158.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.3% | +13.0% | -5.1% |
| 7D | -16.6% | -27.7% | +11.0% | -16.3% |
| 30D | -26.9% | -58.0% | +31.1% | -26.1% |
| 3M | -17.8% | -94.0% | +76.2% | -15.9% |
| 6M | +6.2% | -94.6% | +100.8% | +25.6% |
| All | +62.5% | -96.3% | +158.8% | +97.8% |
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