+308.4%
TER vs DFNS
-99.9%
+408.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.5% |
| 7D | +0.6% | -16.0% | +16.6% | +0.6% |
| 30D | -8.3% | -77.7% | +69.4% | -8.2% |
| 3M | -12.2% | -77.2% | +65.0% | -12.1% |
| 6M | +17.1% | -95.2% | +112.3% | +17.2% |
| YTD | +84.7% | -98.0% | +182.6% | +84.9% |
| 1Y | +199.9% | -98.3% | +298.2% | +200.4% |
| 3Y | +232.8% | -99.9% | +332.6% | +225.0% |
| 5Y | +198.6% | -99.9% | +298.4% | +221.3% |
| All | +308.4% | -99.9% | +408.3% | +356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling