-41.6%
ORCL vs DFNS
-99.7%
+58.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.1% |
| 7D | +8.0% | -6.0% | +13.9% | +8.1% |
| 30D | -4.0% | -71.2% | +67.2% | +0.8% |
| 3M | -19.5% | -94.5% | +75.1% | -10.4% |
| 6M | -33.5% | -96.5% | +63.1% | -20.7% |
| YTD | -34.8% | -99.6% | +64.8% | -13.6% |
| 1Y | -41.6% | -99.7% | +58.1% | -22.4% |
| All | -41.6% | -99.7% | +58.1% | -22.4% |
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