+111.7%
INTC vs DFNS
-99.9%
+211.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.8% | +9.8% | +9.0% |
| 7D | +17.4% | +0.8% | +16.6% | +17.4% |
| 30D | +2.8% | -73.2% | +76.0% | +2.6% |
| 3M | -5.3% | -72.4% | +67.2% | -5.0% |
| 6M | +140.6% | -95.2% | +235.8% | +140.4% |
| YTD | +183.1% | -98.0% | +281.1% | +182.3% |
| 1Y | +326.8% | -98.3% | +425.0% | +325.8% |
| 3Y | +179.4% | -99.9% | +279.3% | +184.0% |
| 5Y | +111.7% | -99.9% | +211.6% | +133.9% |
| All | +111.7% | -99.9% | +211.6% | +133.9% |
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