+179.9%
INTC vs DFNS
-99.9%
+279.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.7% |
| 7D | +18.0% | +4.6% | +13.3% | +18.0% |
| 30D | +8.9% | -73.9% | +82.8% | +8.7% |
| 3M | -1.6% | -71.7% | +70.2% | -1.2% |
| 6M | +133.1% | -94.6% | +227.7% | +133.0% |
| YTD | +187.9% | -98.1% | +286.0% | +187.1% |
| 1Y | +334.7% | -98.3% | +433.0% | +333.7% |
| All | +179.9% | -99.9% | +279.8% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling