+1,106.2%
DELL vs DFNS
-99.9%
+1,206.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.3% |
| 7D | +8.7% | +4.6% | +4.1% | +8.8% |
| 30D | +16.9% | -73.9% | +90.8% | +16.7% |
| 3M | +40.4% | -71.7% | +112.1% | +41.2% |
| 6M | +267.1% | -94.6% | +361.6% | +268.2% |
| YTD | +329.1% | -98.1% | +427.2% | +329.7% |
| 1Y | +346.9% | -98.3% | +445.2% | +347.8% |
| 3Y | +696.6% | -99.9% | +796.5% | +692.3% |
| 5Y | +1,106.2% | -99.9% | +1,206.1% | +1,132.5% |
| All | +1,106.2% | -99.9% | +1,206.1% | +1,132.5% |
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