+34.5%
ORCL vs DFNS
-100.0%
+134.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.8% | -14.3% | -1.6% |
| 7D | -6.5% | -37.0% | +30.5% | -6.3% |
| 30D | -16.6% | -63.4% | +46.8% | -16.2% |
| 3M | -21.6% | -94.1% | +72.5% | -20.6% |
| 6M | -39.4% | -96.3% | +57.0% | -39.4% |
| YTD | -38.7% | -99.6% | +60.9% | -38.7% |
| 1Y | -50.4% | -99.7% | +49.3% | -50.4% |
| 3Y | +8.1% | -100.0% | +108.1% | +10.0% |
| 5Y | +34.5% | -100.0% | +134.5% | +59.7% |
| All | +34.5% | -100.0% | +134.5% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling