-98.3%
DFNS vs ALB
+60.9%
-159.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.9% |
| 7D | -16.0% | -8.1% | -7.9% | -14.0% |
| 30D | -77.7% | +6.3% | -84.0% | -78.6% |
| 3M | -77.2% | -23.6% | -53.6% | -75.9% |
| 6M | -95.2% | -24.6% | -70.6% | -95.0% |
| YTD | -98.0% | -10.3% | -87.7% | -98.0% |
| 1Y | -98.3% | +61.5% | -159.7% | -99.0% |
| All | -98.3% | +60.9% | -159.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling