+71.7%
TER vs DFNS
-100.0%
+171.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -5.4% |
| 7D | +14.4% | -6.0% | +20.3% | +14.4% |
| 30D | -30.6% | -71.2% | +40.6% | -30.5% |
| 3M | -39.2% | -94.5% | +55.3% | -39.1% |
| 6M | -31.3% | -96.5% | +65.3% | -31.1% |
| YTD | +29.1% | -99.6% | +128.7% | +29.5% |
| 1Y | +47.4% | -99.7% | +147.1% | +47.9% |
| 3Y | +191.2% | -100.0% | +291.2% | +188.1% |
| All | +71.7% | -100.0% | +171.6% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling