+81.5%
SPOT vs DFNS
-99.9%
+181.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -3.1% | -6.3% | +3.3% | -3.1% |
| 30D | +7.4% | -74.0% | +81.3% | +7.1% |
| 3M | +8.2% | -70.1% | +78.3% | +8.6% |
| 6M | +2.2% | -93.9% | +96.1% | +2.0% |
| YTD | -9.5% | -98.1% | +88.6% | -10.1% |
| 1Y | -23.8% | -98.3% | +74.5% | -24.3% |
| 3Y | +233.5% | -99.9% | +333.4% | +231.8% |
| 5Y | +112.2% | -99.9% | +212.1% | +117.2% |
| All | +81.5% | -99.9% | +181.4% | +92.2% |
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