+326.6%
GOOGL vs DFNS
-99.9%
+426.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.3% |
| 7D | -1.9% | +4.6% | -6.5% | -1.9% |
| 30D | -7.5% | -73.9% | +66.4% | -7.4% |
| 3M | -9.2% | -71.7% | +62.5% | -9.5% |
| 6M | +8.1% | -94.6% | +102.6% | +7.7% |
| YTD | +5.8% | -98.1% | +103.9% | +5.4% |
| 1Y | +38.3% | -98.3% | +136.6% | +37.8% |
| 3Y | +144.8% | -99.9% | +244.6% | +140.3% |
| 5Y | +132.5% | -99.9% | +232.4% | +132.3% |
| All | +326.6% | -99.9% | +426.5% | +340.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling