+25.2%
ABNB vs DFNS
-100.0%
+125.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.4% | +19.4% | 0.0% |
| 7D | +6.5% | -12.7% | +19.1% | +6.5% |
| 30D | +9.4% | -65.2% | +74.6% | +9.5% |
| 3M | +0.6% | -94.6% | +95.1% | +0.8% |
| 6M | +33.7% | -96.2% | +129.9% | +33.2% |
| YTD | +33.5% | -99.6% | +133.1% | +32.9% |
| 1Y | +48.8% | -99.7% | +148.5% | +48.2% |
| 3Y | +53.3% | -100.0% | +153.3% | +54.9% |
| 5Y | -12.3% | -100.0% | +87.7% | -10.1% |
| All | +25.2% | -100.0% | +125.1% | +32.7% |
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