-37.8%
U vs DFNS
-99.9%
+62.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +4.4% | +4.6% | -0.3% | +4.4% |
| 30D | -1.3% | -73.9% | +72.6% | -1.1% |
| 3M | +49.6% | -71.7% | +121.3% | +49.1% |
| 6M | +100.2% | -94.6% | +194.8% | +98.9% |
| YTD | -3.7% | -98.1% | +94.4% | -4.6% |
| 1Y | -6.5% | -98.3% | +91.8% | -7.3% |
| 3Y | +12.9% | -99.9% | +112.8% | +9.7% |
| 5Y | -68.3% | -99.9% | +31.6% | -67.5% |
| All | -37.8% | -99.9% | +62.1% | -24.3% |
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