+272.7%
AAPL vs DFNS
-100.0%
+372.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | +3.7% | -42.8% | +46.5% | +3.7% |
| 30D | +4.2% | -67.6% | +71.7% | +4.3% |
| 3M | +12.0% | -94.9% | +106.9% | +12.3% |
| 6M | +19.8% | -96.7% | +116.5% | +19.7% |
| YTD | +29.3% | -99.6% | +129.0% | +29.4% |
| 1Y | +31.1% | -99.7% | +130.8% | +31.2% |
| 3Y | +94.9% | -100.0% | +194.8% | +91.5% |
| 5Y | +138.1% | -100.0% | +238.0% | +143.3% |
| All | +272.7% | -100.0% | +372.6% | +289.2% |
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