+46.3%
T vs DFNS
-100.0%
+146.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.4% | +19.0% | -0.4% |
| 7D | +1.6% | -12.7% | +14.3% | +1.6% |
| 30D | -2.9% | -65.2% | +62.3% | -3.1% |
| 3M | -7.5% | -94.6% | +87.1% | -7.9% |
| 6M | -9.9% | -96.2% | +86.3% | -10.0% |
| YTD | -6.4% | -99.6% | +93.2% | -6.8% |
| 1Y | -9.4% | -99.7% | +90.3% | -9.8% |
| 3Y | +64.9% | -100.0% | +164.8% | +66.0% |
| 5Y | +57.0% | -100.0% | +156.9% | +55.3% |
| All | +46.3% | -100.0% | +146.3% | +45.5% |
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