+1,058.1%
AVGO vs DFNS
-100.0%
+1,158.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.8% | +8.8% |
| 7D | -0.9% | -42.8% | +42.0% | -1.0% |
| 30D | -11.6% | -67.6% | +55.9% | -11.9% |
| 3M | -25.2% | -94.9% | +69.7% | -25.8% |
| 6M | -25.4% | -96.7% | +71.3% | -25.5% |
| YTD | -7.2% | -99.6% | +92.4% | -7.9% |
| 1Y | -7.9% | -99.7% | +91.8% | -8.7% |
| 3Y | +262.1% | -100.0% | +362.1% | +266.3% |
| 5Y | +525.7% | -100.0% | +625.7% | +589.4% |
| All | +1,058.1% | -100.0% | +1,158.1% | +1,235.8% |
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 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