+94.0%
V vs DFNS
-99.9%
+193.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +1.9% | -73.2% | +75.1% | +1.9% |
| 3M | +15.5% | -72.4% | +88.0% | +15.3% |
| 6M | +16.6% | -95.2% | +111.8% | +16.4% |
| YTD | +5.7% | -98.0% | +103.7% | +5.6% |
| 1Y | +8.6% | -98.3% | +106.8% | +8.4% |
| 3Y | +52.5% | -99.9% | +152.4% | +52.0% |
| 5Y | +67.1% | -99.9% | +167.0% | +63.0% |
| All | +94.0% | -99.9% | +193.8% | +95.2% |
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