+116.5%
ORLY vs DFNS
-99.9%
+216.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -2.1% | -3.3% | +1.2% | -2.1% |
| 30D | -7.6% | -73.1% | +65.5% | -7.8% |
| 3M | -5.5% | -71.4% | +65.9% | -5.5% |
| 6M | -9.7% | -93.8% | +84.1% | -10.1% |
| YTD | -6.2% | -98.0% | +91.8% | -6.8% |
| 1Y | -18.6% | -98.2% | +79.5% | -19.1% |
| 3Y | +33.8% | -99.9% | +133.7% | +36.2% |
| 5Y | +116.5% | -99.9% | +216.4% | +138.1% |
| All | +116.5% | -99.9% | +216.4% | +138.1% |
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 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