+24.5%
ALAB vs DFNS
-99.6%
+124.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.3% | +13.9% | -4.0% |
| 7D | -24.9% | -27.7% | +2.8% | -24.4% |
| 30D | -38.4% | -58.0% | +19.6% | -37.4% |
| 3M | -38.3% | -94.0% | +55.7% | -35.5% |
| 6M | +10.9% | -94.6% | +105.5% | +50.1% |
| YTD | +34.2% | -99.4% | +133.6% | +148.4% |
| 1Y | +24.5% | -99.6% | +124.2% | +142.9% |
| All | +24.5% | -99.6% | +124.1% | +142.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling