+1,207.1%
DELL vs DFNS
-100.0%
+1,307.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.4% | +18.7% | -0.7% |
| 7D | +17.1% | -12.7% | +29.8% | +17.1% |
| 30D | -35.1% | -65.2% | +30.1% | -35.1% |
| 3M | -23.3% | -94.6% | +71.3% | -23.5% |
| 6M | +55.8% | -96.2% | +152.1% | +56.3% |
| YTD | +198.0% | -99.6% | +297.6% | +197.9% |
| 1Y | +166.6% | -99.7% | +266.3% | +166.4% |
| 3Y | +427.6% | -100.0% | +527.6% | +421.6% |
| 5Y | +630.6% | -100.0% | +730.6% | +649.7% |
| All | +1,207.1% | -100.0% | +1,307.1% | +1,261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling