+313.2%
APP vs DFNS
-100.0%
+413.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.8% | -16.4% | -3.5% |
| 7D | +61.1% | -37.0% | +98.1% | +61.0% |
| 30D | +42.8% | -63.4% | +106.2% | +42.6% |
| 3M | +16.7% | -94.1% | +110.7% | +16.3% |
| 6M | -15.6% | -96.3% | +80.7% | -15.9% |
| YTD | -41.3% | -99.6% | +58.3% | -42.1% |
| 1Y | -39.3% | -99.7% | +60.4% | -40.2% |
| 3Y | +803.2% | -100.0% | +903.2% | +875.3% |
| 5Y | +313.2% | -100.0% | +413.1% | +471.4% |
| All | +313.2% | -100.0% | +413.1% | +471.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling