-99.7%
DFNS vs ALB
-9.0%
-90.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.2% | -18.2% | -19.2% |
| 7D | -12.7% | -3.6% | -9.1% | -12.3% |
| 30D | -65.2% | -2.9% | -62.4% | -65.1% |
| 3M | -94.6% | -25.8% | -68.7% | -94.3% |
| 6M | -96.2% | -53.6% | -42.7% | -96.1% |
| YTD | -99.6% | -32.4% | -67.2% | -99.5% |
| 1Y | -99.7% | -13.0% | -86.7% | -99.6% |
| All | -99.7% | -9.0% | -90.7% | -99.6% |
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