-44.9%
ORCL vs DFNS
-99.7%
+54.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.7% | -3.9% | +8.2% |
| 7D | +3.8% | -13.0% | +16.7% | +4.3% |
| 30D | -6.6% | -56.9% | +50.3% | -3.6% |
| 3M | -11.4% | -93.2% | +81.8% | -2.2% |
| 6M | -33.3% | -95.4% | +62.1% | -21.0% |
| YTD | -33.3% | -99.5% | +66.3% | -10.8% |
| 1Y | -44.9% | -99.6% | +54.7% | -25.0% |
| All | -44.9% | -99.7% | +54.7% | -25.0% |
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