-51.7%
INTC vs DFNS
-96.0%
+44.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.7% | -5.2% | +7.4% |
| 7D | +7.3% | -13.0% | +20.2% | +7.4% |
| 30D | -38.3% | -56.9% | +18.5% | -37.8% |
| 3M | -36.0% | -93.2% | +57.2% | -34.8% |
| 6M | -51.7% | -95.4% | +43.7% | -48.1% |
| All | -51.7% | -96.0% | +44.3% | -48.1% |
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 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