-49.6%
ORCL vs DFNS
-99.7%
+50.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.3% |
| 7D | +0.5% | -42.8% | +43.3% | +2.8% |
| 30D | -15.3% | -67.6% | +52.3% | -11.4% |
| 3M | -18.2% | -94.9% | +76.6% | -8.6% |
| 6M | -38.4% | -96.7% | +58.3% | -25.5% |
| YTD | -37.7% | -99.6% | +61.9% | -15.5% |
| All | -49.6% | -99.7% | +50.1% | -30.3% |
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