+694.6%
DELL vs DFNS
-99.9%
+794.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +1.9% |
| 7D | +25.6% | +0.8% | +24.8% | +25.6% |
| 30D | +17.7% | -73.2% | +90.9% | +17.5% |
| 3M | +33.4% | -72.4% | +105.9% | +34.2% |
| 6M | +266.2% | -95.2% | +361.4% | +267.3% |
| YTD | +328.0% | -98.0% | +426.0% | +328.7% |
| 1Y | +339.6% | -98.3% | +437.8% | +340.5% |
| 3Y | +694.6% | -99.9% | +794.5% | +683.0% |
| All | +694.6% | -99.9% | +794.5% | +683.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling