+277.4%
AAPL vs DFNS
-100.0%
+377.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.4% | +19.2% | -0.1% |
| 7D | +3.2% | -12.7% | +15.9% | +3.2% |
| 30D | +4.1% | -65.2% | +69.3% | +4.2% |
| 3M | +17.5% | -94.6% | +112.1% | +17.8% |
| 6M | +20.6% | -96.2% | +116.8% | +20.5% |
| YTD | +31.0% | -99.6% | +130.6% | +31.1% |
| 1Y | +30.2% | -99.7% | +129.9% | +30.3% |
| 3Y | +92.9% | -100.0% | +192.8% | +89.6% |
| 5Y | +142.4% | -100.0% | +242.4% | +147.6% |
| All | +277.4% | -100.0% | +377.4% | +294.1% |
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 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