+144.8%
F vs DFNS
-100.0%
+244.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.8% | -14.7% | -1.9% |
| 7D | -0.2% | -37.0% | +36.7% | -0.2% |
| 30D | +0.9% | -63.4% | +64.3% | +1.0% |
| 3M | -11.3% | -94.1% | +82.7% | -11.0% |
| 6M | +2.0% | -96.3% | +98.3% | +1.9% |
| YTD | -3.2% | -99.6% | +96.4% | -3.3% |
| 1Y | -3.5% | -99.7% | +96.3% | -3.6% |
| 3Y | +48.1% | -100.0% | +148.1% | +51.2% |
| 5Y | -13.5% | -100.0% | +86.5% | -12.4% |
| All | +144.8% | -100.0% | +244.8% | +151.2% |
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