+122.1%
V vs DFNS
-100.0%
+222.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -0.8% | -42.8% | +42.0% | -0.8% |
| 30D | +9.5% | -67.6% | +77.1% | +9.6% |
| 3M | +16.7% | -94.9% | +111.5% | +16.8% |
| 6M | +32.9% | -96.7% | +129.7% | +32.8% |
| YTD | +21.1% | -99.6% | +120.7% | +21.0% |
| 1Y | +26.6% | -99.7% | +126.4% | +26.5% |
| 3Y | +78.4% | -100.0% | +178.3% | +77.9% |
| 5Y | +105.5% | -100.0% | +205.4% | +100.7% |
| All | +122.1% | -100.0% | +222.1% | +123.7% |
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