+61.6%
DRAM vs DFNS
-96.8%
+158.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.7% | -2.4% | +10.1% |
| 7D | -0.6% | -13.0% | +12.4% | -0.3% |
| 30D | -18.0% | -56.9% | +38.8% | -17.2% |
| 3M | -11.9% | -93.2% | +81.4% | -9.7% |
| 6M | -18.6% | -95.4% | +76.9% | -3.4% |
| All | +61.6% | -96.8% | +158.4% | +97.1% |
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