+1,218.5%
AVGO vs DFNS
-99.9%
+1,318.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.8% | +4.6% | -5.4% | -0.8% |
| 30D | -13.7% | -73.9% | +60.1% | -14.1% |
| 3M | -6.9% | -71.7% | +64.8% | -6.4% |
| 6M | +5.8% | -94.6% | +100.4% | +5.8% |
| YTD | +5.7% | -98.1% | +103.7% | +5.3% |
| 1Y | +9.0% | -98.3% | +107.3% | +8.8% |
| 3Y | +340.5% | -99.9% | +440.4% | +347.9% |
| 5Y | +711.1% | -99.9% | +810.9% | +799.3% |
| All | +1,218.5% | -99.9% | +1,318.3% | +1,427.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling