+1,157.9%
AVGO vs DFNS
-100.0%
+1,257.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.5% | +0.7% | -4.8% |
| 7D | +18.2% | -6.0% | +24.1% | +18.1% |
| 30D | +0.2% | -71.2% | +71.4% | -0.1% |
| 3M | -16.8% | -94.5% | +77.7% | -17.4% |
| 6M | -16.5% | -96.5% | +80.1% | -16.4% |
| YTD | +0.8% | -99.6% | +100.4% | 0.0% |
| 1Y | +2.8% | -99.7% | +102.5% | +2.0% |
| 3Y | +278.5% | -100.0% | +378.5% | +283.4% |
| 5Y | +573.1% | -100.0% | +673.0% | +641.1% |
| All | +1,157.9% | -100.0% | +1,257.9% | +1,350.8% |
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