+528.8%
APP vs DFNS
-100.0%
+628.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +4.8% |
| 7D | +79.2% | -42.8% | +122.0% | +79.0% |
| 30D | +48.0% | -67.6% | +115.5% | +47.8% |
| 3M | +18.2% | -94.9% | +113.1% | +17.8% |
| 6M | -12.5% | -96.7% | +84.2% | -12.8% |
| YTD | -39.2% | -99.6% | +60.5% | -40.0% |
| 1Y | -33.9% | -99.7% | +65.9% | -34.9% |
| 3Y | +933.3% | -100.0% | +1,033.2% | +1,018.9% |
| 5Y | +295.9% | -100.0% | +395.8% | +358.3% |
| All | +528.8% | -100.0% | +628.8% | +620.4% |
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 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