+181.4%
TER vs DFNS
-100.0%
+281.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.0% | +15.7% | +12.7% |
| 7D | -5.8% | -42.8% | +37.1% | -5.7% |
| 30D | -38.9% | -67.6% | +28.6% | -38.8% |
| 3M | -35.1% | -94.9% | +59.7% | -35.0% |
| 6M | -31.6% | -96.7% | +65.2% | -31.4% |
| YTD | +27.2% | -99.6% | +126.9% | +27.6% |
| 1Y | +35.2% | -99.7% | +135.0% | +35.6% |
| 3Y | +192.8% | -100.0% | +292.8% | +185.8% |
| 5Y | +72.4% | -100.0% | +172.4% | +84.9% |
| All | +181.4% | -100.0% | +281.4% | +215.3% |
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