+206.8%
ORLY vs DFNS
-100.0%
+306.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +0.7% |
| 7D | +2.6% | -6.0% | +8.5% | +2.6% |
| 30D | +6.3% | -71.2% | +77.5% | +6.2% |
| 3M | -0.4% | -94.5% | +94.1% | -0.8% |
| 6M | +2.8% | -96.5% | +99.3% | +2.4% |
| YTD | +1.1% | -99.6% | +100.7% | +0.2% |
| 1Y | -6.3% | -99.7% | +93.4% | -7.1% |
| 3Y | +38.9% | -100.0% | +138.8% | +42.0% |
| 5Y | +113.1% | -100.0% | +213.1% | +111.5% |
| All | +206.8% | -100.0% | +306.7% | +210.4% |
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