+39.4%
CSCO vs DFNS
-99.7%
+139.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.3% | -0.6% |
| 7D | -4.7% | -37.0% | +32.3% | -4.5% |
| 30D | -17.1% | -63.4% | +46.3% | -16.7% |
| 3M | -19.6% | -94.1% | +74.5% | -18.8% |
| 6M | +2.4% | -96.3% | +98.7% | +11.3% |
| YTD | +29.8% | -99.6% | +129.3% | +44.2% |
| All | +39.4% | -99.7% | +139.1% | +54.8% |
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 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