-100.0%
DFNS vs ALB
+22.4%
-122.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -42.8% | +9.5% | -52.3% | -42.3% |
| 30D | -67.6% | -2.1% | -65.4% | -67.5% |
| 3M | -94.9% | -24.1% | -70.7% | -95.0% |
| 6M | -96.7% | -51.0% | -45.7% | -97.0% |
| YTD | -99.6% | -29.3% | -70.3% | -99.6% |
| 1Y | -99.7% | +3.2% | -102.9% | -99.7% |
| 3Y | -100.0% | -9.3% | -90.6% | -100.0% |
| 5Y | -100.0% | -61.6% | -38.3% | -100.0% |
| All | -100.0% | +22.4% | -122.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling