+77.6%
V vs DFNS
-100.0%
+177.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.2% | +12.2% | 0.0% |
| 7D | +2.2% | -44.0% | +46.2% | +2.2% |
| 30D | +13.6% | -69.1% | +82.7% | +13.6% |
| 3M | +14.3% | -95.6% | +109.9% | +14.4% |
| 6M | +33.1% | -96.2% | +129.3% | +32.9% |
| YTD | +21.2% | -99.6% | +120.8% | +21.1% |
| 1Y | +26.4% | -99.7% | +126.2% | +26.3% |
| 3Y | +77.6% | -100.0% | +177.6% | +77.4% |
| All | +77.6% | -100.0% | +177.6% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling