+66.9%
T vs DFNS
-99.9%
+166.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +7.6% | -73.2% | +80.8% | +7.4% |
| 3M | +15.3% | -72.4% | +87.7% | +15.6% |
| 6M | -8.5% | -95.2% | +86.7% | -8.5% |
| YTD | +6.8% | -98.0% | +104.8% | +6.6% |
| 1Y | -7.2% | -98.3% | +91.0% | -7.4% |
| 3Y | +108.2% | -99.9% | +208.1% | +110.3% |
| 5Y | +66.1% | -99.9% | +165.9% | +64.7% |
| All | +66.9% | -99.9% | +166.8% | +66.5% |
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