+143.3%
DELL vs DFNS
-99.6%
+243.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -18.3% | +9.5% | -8.6% |
| 7D | -24.6% | -27.7% | +3.1% | -24.4% |
| 30D | -32.5% | -58.0% | +25.5% | -32.0% |
| 3M | -20.2% | -94.0% | +73.8% | -18.9% |
| 6M | +76.5% | -94.6% | +171.1% | +121.8% |
| YTD | +198.9% | -99.4% | +298.4% | +341.6% |
| 1Y | +143.3% | -99.6% | +243.0% | +274.2% |
| All | +143.3% | -99.6% | +243.0% | +274.2% |
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