+99.6%
GOOG vs DFNS
-100.0%
+199.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.4% | +21.0% | +1.6% |
| 7D | +4.8% | -12.7% | +17.5% | +4.8% |
| 30D | -15.5% | -65.2% | +49.7% | -15.4% |
| 3M | -13.7% | -94.6% | +80.9% | -13.4% |
| 6M | -23.0% | -96.2% | +73.3% | -23.1% |
| YTD | -5.7% | -99.6% | +93.9% | -5.9% |
| 1Y | +3.0% | -99.7% | +102.7% | +2.8% |
| 3Y | +122.4% | -100.0% | +222.4% | +118.6% |
| All | +99.6% | -100.0% | +199.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 5y: compounded portfolio wealth divided by compounded DFNS 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…
5y analysis · Full analysis span regression · 6 months rolling