+149.6%
F vs DFNS
-100.0%
+249.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -0.6% | -42.8% | +42.2% | -0.6% |
| 30D | +2.9% | -67.6% | +70.4% | +3.0% |
| 3M | -9.5% | -94.9% | +85.4% | -9.1% |
| 6M | +4.0% | -96.7% | +100.8% | +3.9% |
| YTD | -1.3% | -99.6% | +98.3% | -1.4% |
| 1Y | -1.9% | -99.7% | +97.8% | -2.1% |
| 3Y | +53.5% | -100.0% | +153.5% | +56.7% |
| 5Y | -15.1% | -100.0% | +84.8% | -14.0% |
| All | +149.6% | -100.0% | +249.6% | +156.2% |
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