+257.6%
ALAB vs DFNS
-99.8%
+357.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.6% |
| 7D | +16.3% | -6.0% | +22.3% | +16.3% |
| 30D | -26.1% | -71.2% | +45.1% | -26.0% |
| 3M | -31.3% | -94.5% | +63.3% | -31.1% |
| 6M | -1.0% | -96.5% | +95.5% | -0.6% |
| YTD | +33.3% | -99.6% | +133.0% | +33.8% |
| 1Y | +53.5% | -99.7% | +153.2% | +54.1% |
| All | +257.6% | -99.8% | +357.4% | +284.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling