+1,743.3%
DELL vs DFNS
-99.9%
+1,843.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +14.9% | -16.0% | +30.9% | +14.9% |
| 30D | +13.3% | -77.7% | +91.0% | +13.1% |
| 3M | +24.4% | -77.2% | +101.6% | +25.0% |
| 6M | +258.0% | -95.2% | +353.2% | +259.0% |
| YTD | +320.2% | -98.0% | +418.2% | +320.8% |
| 1Y | +319.1% | -98.3% | +417.3% | +319.8% |
| 3Y | +706.5% | -99.9% | +806.4% | +697.7% |
| 5Y | +1,071.9% | -99.9% | +1,171.8% | +1,107.7% |
| All | +1,743.3% | -99.9% | +1,843.1% | +1,823.5% |
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 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