-37.0%
APP vs DFNS
-99.8%
+62.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -12.2% | +22.1% | +10.1% |
| 7D | +71.2% | -44.0% | +115.2% | +73.2% |
| 30D | +39.1% | -69.1% | +108.2% | +43.0% |
| 3M | +16.5% | -95.6% | +112.2% | +26.0% |
| 6M | -16.6% | -96.2% | +79.6% | -0.8% |
| YTD | -41.9% | -99.6% | +57.7% | -10.5% |
| 1Y | -37.0% | -99.7% | +62.7% | +4.8% |
| All | -37.0% | -99.8% | +62.7% | +4.8% |
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 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