+892.4%
APP vs DFNS
-100.0%
+992.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -12.2% | +22.1% | +9.8% |
| 7D | +71.2% | -44.0% | +115.2% | +71.1% |
| 30D | +39.1% | -69.1% | +108.2% | +38.9% |
| 3M | +16.5% | -95.6% | +112.2% | +16.1% |
| 6M | -16.6% | -96.2% | +79.6% | -16.8% |
| YTD | -41.9% | -99.6% | +57.7% | -42.7% |
| 1Y | -37.0% | -99.7% | +62.7% | -38.0% |
| 3Y | +892.4% | -100.0% | +992.4% | +996.3% |
| All | +892.4% | -100.0% | +992.4% | +996.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling