+151.8%
TER vs DFNS
-100.0%
+251.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.2% | +14.8% | +2.6% |
| 7D | -20.5% | -44.0% | +23.5% | -20.4% |
| 30D | -47.0% | -69.1% | +22.1% | -46.9% |
| 3M | -43.3% | -95.6% | +52.3% | -43.2% |
| 6M | -42.9% | -96.2% | +53.3% | -42.7% |
| YTD | +12.9% | -99.6% | +112.5% | +13.2% |
| 1Y | +18.2% | -99.7% | +117.9% | +18.5% |
| 3Y | +151.8% | -100.0% | +251.8% | +156.7% |
| All | +151.8% | -100.0% | +251.8% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling