-26.4%
APP vs DFNS
-99.7%
+73.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.5% | +9.4% | +4.0% |
| 7D | +4.6% | -6.0% | +10.5% | +4.6% |
| 30D | +56.0% | -71.2% | +127.2% | +60.5% |
| 3M | +30.8% | -94.5% | +125.4% | +40.1% |
| 6M | -9.8% | -96.5% | +86.7% | +7.1% |
| YTD | -39.3% | -99.6% | +60.3% | -10.8% |
| 1Y | -26.4% | -99.7% | +73.2% | +9.5% |
| All | -26.4% | -99.7% | +73.3% | +9.5% |
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