+1,681.6%
DELL vs DFNS
-99.9%
+1,781.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.3% |
| 7D | -1.9% | -3.3% | +1.4% | -1.9% |
| 30D | +14.9% | -73.1% | +88.0% | +14.7% |
| 3M | +37.2% | -71.4% | +108.6% | +37.9% |
| 6M | +254.0% | -93.8% | +347.8% | +255.1% |
| YTD | +306.1% | -98.0% | +404.2% | +306.7% |
| 1Y | +312.3% | -98.2% | +410.4% | +313.1% |
| 3Y | +654.0% | -99.9% | +753.9% | +645.5% |
| 5Y | +1,055.3% | -99.9% | +1,155.2% | +1,088.9% |
| All | +1,681.6% | -99.9% | +1,781.5% | +1,759.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling