-25.9%
GOOG vs DFNS
-96.4%
+70.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.4% | +21.0% | +1.8% |
| 7D | +4.8% | -12.7% | +17.5% | +4.9% |
| 30D | -15.5% | -65.2% | +49.7% | -14.6% |
| 3M | -13.7% | -94.6% | +80.9% | -11.2% |
| All | -25.9% | -96.4% | +70.5% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling