-54.9%
ADBE vs DFNS
-99.9%
+45.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | -8.9% | +4.6% | -13.6% | -8.9% |
| 30D | -6.6% | -73.9% | +67.3% | -6.5% |
| 3M | +7.1% | -71.7% | +78.8% | +6.5% |
| 6M | -9.8% | -94.6% | +84.8% | -10.4% |
| YTD | -27.2% | -98.1% | +70.9% | -27.8% |
| 1Y | -28.0% | -98.3% | +70.3% | -28.6% |
| All | -54.9% | -99.9% | +45.0% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling