-26.3%
U vs DFNS
-100.0%
+73.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.8% | -14.9% | -2.1% |
| 7D | +24.4% | -37.0% | +61.3% | +24.4% |
| 30D | +7.4% | -63.4% | +70.8% | +7.5% |
| 3M | +16.8% | -94.1% | +110.9% | +17.2% |
| 6M | +78.8% | -96.3% | +175.1% | +78.4% |
| YTD | +14.0% | -99.6% | +113.5% | +13.2% |
| 1Y | +16.7% | -99.7% | +116.4% | +15.8% |
| 3Y | +86.4% | -100.0% | +186.3% | +80.9% |
| 5Y | -71.5% | -100.0% | +28.5% | -70.7% |
| All | -26.3% | -100.0% | +73.6% | -10.3% |
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