+76.0%
INTC vs DFNS
-99.9%
+175.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.5% |
| 7D | +7.1% | -16.0% | +23.1% | +7.0% |
| 30D | -5.2% | -77.7% | +72.5% | -5.4% |
| 3M | -14.3% | -77.2% | +62.9% | -14.1% |
| 6M | +110.2% | -95.2% | +205.4% | +110.0% |
| YTD | +159.6% | -98.0% | +257.6% | +158.9% |
| 1Y | +289.3% | -98.3% | +387.5% | +288.3% |
| 3Y | +166.1% | -99.9% | +265.9% | +168.6% |
| 5Y | +94.4% | -99.9% | +194.2% | +106.6% |
| All | +76.0% | -99.9% | +175.9% | +98.6% |
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