+247.0%
AAPL vs DFNS
-99.9%
+346.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.0% | +3.6% |
| 7D | -0.5% | -3.3% | +2.8% | -0.5% |
| 30D | +7.1% | -73.1% | +80.2% | +7.2% |
| 3M | +12.1% | -71.4% | +83.5% | +11.8% |
| 6M | +25.4% | -93.8% | +119.3% | +25.2% |
| YTD | +20.5% | -98.0% | +118.5% | +20.3% |
| 1Y | +44.5% | -98.2% | +142.7% | +44.4% |
| 3Y | +85.8% | -99.9% | +185.6% | +82.1% |
| 5Y | +124.8% | -99.9% | +224.6% | +129.5% |
| All | +247.0% | -99.9% | +346.9% | +261.8% |
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