+121.6%
V vs DFNS
-100.0%
+221.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | -0.6% |
| 7D | -0.4% | -12.7% | +12.3% | -0.4% |
| 30D | +6.3% | -65.2% | +71.5% | +6.4% |
| 3M | +17.2% | -94.6% | +111.7% | +17.3% |
| 6M | +29.2% | -96.2% | +125.5% | +29.1% |
| YTD | +20.8% | -99.6% | +120.4% | +20.7% |
| 1Y | +25.0% | -99.7% | +124.7% | +24.9% |
| 3Y | +75.3% | -100.0% | +175.3% | +74.8% |
| 5Y | +105.8% | -100.0% | +205.8% | +101.0% |
| All | +121.6% | -100.0% | +221.5% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling