-51.7%
ORCL vs DFNS
-99.8%
+48.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.2% | +13.0% | +1.4% |
| 7D | -11.2% | -44.0% | +32.9% | -9.0% |
| 30D | -18.8% | -69.1% | +50.3% | -15.0% |
| 3M | -18.8% | -95.6% | +76.9% | -8.7% |
| 6M | -39.7% | -96.2% | +56.4% | -28.2% |
| YTD | -39.6% | -99.6% | +60.0% | -18.0% |
| 1Y | -51.7% | -99.7% | +48.0% | -33.1% |
| All | -51.7% | -99.8% | +48.0% | -33.1% |
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 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