+365.7%
ALAB vs DFNS
-98.8%
+464.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.9% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | -13.6% | -73.2% | +59.7% | -13.5% |
| 3M | -16.6% | -72.4% | +55.9% | -16.4% |
| 6M | +142.3% | -95.2% | +237.5% | +142.9% |
| YTD | +73.6% | -98.0% | +171.6% | +73.9% |
| 1Y | +33.7% | -98.3% | +131.9% | +34.0% |
| All | +365.7% | -98.8% | +464.4% | +399.5% |
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