-100.0%
DFNS vs ALB
+18.5%
-118.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.6% | +12.8% |
| 7D | -13.0% | +1.1% | -14.0% | -12.8% |
| 30D | -56.9% | -2.6% | -54.3% | -56.9% |
| 3M | -93.2% | -25.6% | -67.7% | -93.4% |
| 6M | -95.4% | -54.0% | -41.4% | -95.8% |
| YTD | -99.5% | -31.6% | -67.9% | -99.5% |
| 1Y | -99.6% | -6.6% | -93.1% | -99.6% |
| 3Y | -100.0% | -14.0% | -86.0% | -100.0% |
| 5Y | -100.0% | -62.5% | -37.4% | -100.0% |
| All | -100.0% | +18.5% | -118.5% | -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