+391.7%
APP vs DFNS
-99.9%
+491.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +0.9% | -16.0% | +16.9% | +0.9% |
| 30D | -23.3% | -77.7% | +54.4% | -23.4% |
| 3M | -42.6% | -77.2% | +34.5% | -42.7% |
| 6M | -33.6% | -95.2% | +61.6% | -34.1% |
| YTD | -52.4% | -98.0% | +45.5% | -53.0% |
| 1Y | -35.9% | -98.3% | +62.4% | -36.6% |
| 3Y | +642.2% | -99.9% | +742.1% | +706.1% |
| 5Y | +311.1% | -99.9% | +410.9% | +372.6% |
| All | +391.7% | -99.9% | +491.5% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling