+633.1%
DELL vs DFNS
-100.0%
+733.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +12.7% | -1.0% | +11.8% |
| 7D | +0.4% | -13.0% | +13.3% | +0.3% |
| 30D | -35.1% | -56.9% | +21.7% | -35.2% |
| 3M | -15.1% | -93.2% | +78.1% | -15.4% |
| 6M | +51.7% | -95.4% | +147.2% | +52.2% |
| YTD | +200.0% | -99.5% | +299.5% | +200.0% |
| 1Y | +172.1% | -99.6% | +271.8% | +172.0% |
| 3Y | +431.2% | -100.0% | +531.2% | +428.6% |
| 5Y | +633.1% | -100.0% | +733.1% | +630.5% |
| All | +633.1% | -100.0% | +733.1% | +630.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling