+249.6%
ALAB vs DFNS
-99.8%
+349.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -3.0% | +16.7% | +13.7% |
| 7D | -5.6% | -42.8% | +37.2% | -5.5% |
| 30D | -36.6% | -67.6% | +30.9% | -36.5% |
| 3M | -35.1% | -94.9% | +59.8% | -34.9% |
| 6M | +8.5% | -96.7% | +105.3% | +9.0% |
| YTD | +30.4% | -99.6% | +130.0% | +30.8% |
| 1Y | +31.0% | -99.7% | +130.8% | +31.5% |
| All | +249.6% | -99.8% | +349.4% | +275.7% |
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