+208.1%
ORCL vs DFNS
-99.9%
+308.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | +5.3% | -16.0% | +21.3% | +5.3% |
| 30D | +10.0% | -77.7% | +87.7% | +10.6% |
| 3M | -32.6% | -77.2% | +44.6% | -33.1% |
| 6M | +4.9% | -95.2% | +100.1% | +4.2% |
| YTD | -17.8% | -98.0% | +80.2% | -18.3% |
| 1Y | -28.0% | -98.3% | +70.3% | -28.4% |
| 3Y | +36.0% | -99.9% | +135.9% | +37.7% |
| 5Y | +88.7% | -99.9% | +188.6% | +92.3% |
| All | +208.1% | -99.9% | +308.0% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling