-7.1%
TEAM vs DFNS
-99.9%
+92.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +0.7% |
| 7D | -4.7% | +4.6% | -9.3% | -4.7% |
| 30D | +17.0% | -73.9% | +90.9% | +16.8% |
| 3M | +85.9% | -71.7% | +157.6% | +85.0% |
| 6M | +116.7% | -94.6% | +211.2% | +114.1% |
| YTD | +9.6% | -98.1% | +107.7% | +7.8% |
| 1Y | -2.5% | -98.3% | +95.8% | -4.0% |
| 3Y | -14.0% | -99.9% | +85.9% | -16.1% |
| 5Y | -53.1% | -99.9% | +46.8% | -52.0% |
| All | -7.1% | -99.9% | +92.8% | -4.5% |
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