-100.0%
DFNS vs ALB
-16.8%
-83.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.9% | -13.1% | -12.1% |
| 7D | -44.0% | +9.1% | -53.1% | -43.1% |
| 30D | -69.1% | -3.4% | -65.7% | -69.2% |
| 3M | -95.6% | -20.6% | -75.0% | -95.8% |
| 6M | -96.2% | -48.2% | -48.0% | -96.6% |
| YTD | -99.6% | -29.2% | -70.4% | -99.6% |
| 1Y | -99.7% | +10.0% | -109.7% | -99.7% |
| 3Y | -100.0% | -12.9% | -87.1% | -100.0% |
| All | -100.0% | -16.8% | -83.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling