+1,195.0%
AVGO vs DFNS
-99.9%
+1,294.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -3.0% | -16.0% | +13.0% | -3.0% |
| 30D | -14.4% | -77.7% | +63.3% | -14.8% |
| 3M | -14.4% | -77.2% | +62.8% | -14.0% |
| 6M | +13.1% | -95.2% | +108.3% | +13.1% |
| YTD | +3.8% | -98.0% | +101.8% | +3.5% |
| 1Y | +17.8% | -98.3% | +116.0% | +17.5% |
| 3Y | +325.3% | -99.9% | +425.1% | +333.1% |
| 5Y | +689.9% | -99.9% | +789.8% | +778.3% |
| All | +1,195.0% | -99.9% | +1,294.9% | +1,400.4% |
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 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