+9.0%
AVGO vs DFNS
-98.3%
+107.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.8% |
| 3M | -6.9% | -71.7% | +64.8% | -2.7% |
| 6M | +5.8% | -94.6% | +100.4% | +24.3% |
| YTD | +5.7% | -98.1% | +103.7% | +34.7% |
| 1Y | +9.0% | -98.3% | +107.3% | +47.9% |
| All | +9.0% | -98.3% | +107.3% | +47.9% |
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