+30.4%
ANET vs DFNS
-98.2%
+128.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.6% |
| 7D | +3.0% | -6.3% | +9.3% | +3.0% |
| 30D | -5.2% | -74.0% | +68.8% | -5.5% |
| 3M | +27.6% | -70.1% | +97.8% | +31.2% |
| 6M | +44.4% | -93.9% | +138.3% | +50.6% |
| YTD | +52.3% | -98.1% | +150.4% | +61.7% |
| 1Y | +30.4% | -98.3% | +128.7% | +27.3% |
| All | +30.4% | -98.2% | +128.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling