+29.9%
AAPL vs DFNS
-99.6%
+129.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -18.3% | +23.6% | +5.4% |
| 7D | +1.7% | -27.7% | +29.3% | +1.8% |
| 30D | +5.0% | -58.0% | +63.0% | +5.5% |
| 3M | +13.1% | -94.0% | +107.1% | +14.9% |
| 6M | +26.5% | -94.6% | +121.1% | +30.8% |
| YTD | +28.9% | -99.4% | +128.3% | +39.1% |
| 1Y | +29.9% | -99.6% | +129.6% | +41.4% |
| All | +29.9% | -99.6% | +129.5% | +41.4% |
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