-20.4%
ORLY vs DFNS
-98.2%
+77.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -2.4% | -6.3% | +4.0% | -2.3% |
| 30D | -6.8% | -74.0% | +67.2% | -6.3% |
| 3M | -4.8% | -70.1% | +65.4% | -10.8% |
| 6M | -9.1% | -93.9% | +84.8% | -14.8% |
| YTD | -5.9% | -98.1% | +92.2% | -12.4% |
| 1Y | -20.4% | -98.3% | +77.9% | -26.1% |
| All | -20.4% | -98.2% | +77.8% | -26.1% |
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