+207.4%
ALAB vs DFNS
-99.8%
+307.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -12.2% | +18.5% | +6.3% |
| 7D | -26.3% | -44.0% | +17.7% | -26.2% |
| 30D | -50.1% | -69.1% | +19.0% | -50.0% |
| 3M | -42.5% | -95.6% | +53.2% | -42.3% |
| 6M | -10.8% | -96.2% | +85.3% | -10.5% |
| YTD | +14.6% | -99.6% | +114.2% | +15.0% |
| 1Y | +17.1% | -99.7% | +116.9% | +17.5% |
| All | +207.4% | -99.8% | +307.2% | +230.4% |
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