-6.8%
AVGO vs DFNS
-99.6%
+92.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.3% | +16.3% | -1.8% |
| 7D | -7.5% | -27.7% | +20.2% | -7.2% |
| 30D | -10.2% | -58.0% | +47.7% | -9.6% |
| 3M | -22.0% | -94.0% | +72.0% | -20.6% |
| 6M | -21.6% | -94.6% | +73.0% | -14.8% |
| YTD | -5.4% | -99.4% | +94.0% | +23.3% |
| 1Y | -6.8% | -99.6% | +92.8% | +29.0% |
| All | -6.8% | -99.6% | +92.8% | +29.0% |
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