+331.7%
GOOG vs DFNS
-99.9%
+431.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | -5.1% | -73.2% | +68.2% | -4.9% |
| 3M | -7.1% | -72.4% | +65.4% | -7.4% |
| 6M | +12.7% | -95.2% | +107.9% | +12.2% |
| YTD | +7.1% | -98.0% | +105.1% | +6.7% |
| 1Y | +43.6% | -98.3% | +141.9% | +43.1% |
| 3Y | +146.8% | -99.9% | +246.6% | +142.3% |
| 5Y | +133.7% | -99.9% | +233.5% | +133.8% |
| All | +331.7% | -99.9% | +431.6% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling