+176.9%
SLV vs DFNS
-99.9%
+276.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | +3.3% | -73.2% | +76.5% | +3.3% |
| 3M | -3.6% | -72.4% | +68.9% | -3.8% |
| 6M | -21.8% | -95.2% | +73.4% | -22.0% |
| YTD | -7.8% | -98.0% | +90.1% | -8.1% |
| 1Y | +58.3% | -98.3% | +156.5% | +57.9% |
| 3Y | +182.6% | -99.9% | +282.5% | +167.4% |
| 5Y | +167.8% | -99.9% | +267.7% | +170.3% |
| All | +176.9% | -99.9% | +276.8% | +199.2% |
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