+400.4%
ALAB vs DFNS
-98.8%
+499.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.8% |
| 7D | +7.2% | -16.0% | +23.2% | +7.2% |
| 30D | -2.5% | -77.7% | +75.2% | -2.5% |
| 3M | -13.3% | -77.2% | +63.9% | -13.1% |
| 6M | +172.8% | -95.2% | +268.0% | +173.5% |
| YTD | +86.6% | -98.0% | +184.6% | +86.9% |
| 1Y | +65.2% | -98.3% | +163.4% | +65.5% |
| All | +400.4% | -98.8% | +499.2% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling