+29.3%
V vs DFNS
-99.6%
+128.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -18.3% | +22.2% | +3.9% |
| 7D | +9.0% | -27.7% | +36.6% | +9.0% |
| 30D | +18.1% | -58.0% | +76.0% | +18.3% |
| 3M | +18.3% | -94.0% | +112.3% | +19.2% |
| 6M | +34.1% | -94.6% | +128.7% | +33.4% |
| YTD | +25.2% | -99.4% | +124.7% | +25.2% |
| 1Y | +29.3% | -99.6% | +129.0% | +29.4% |
| All | +29.3% | -99.6% | +128.9% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling