-49.5%
ORCL vs DFNS
-99.6%
+50.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.3% | +16.4% | -1.1% |
| 7D | -14.4% | -27.7% | +13.3% | -13.2% |
| 30D | -12.8% | -58.0% | +45.1% | -9.8% |
| 3M | -14.8% | -94.0% | +79.2% | -5.4% |
| 6M | -30.9% | -94.6% | +63.7% | -19.1% |
| YTD | -35.7% | -99.4% | +63.8% | -13.1% |
| 1Y | -49.5% | -99.6% | +50.2% | -30.2% |
| All | -49.5% | -99.6% | +50.2% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling