+192.5%
ORLY vs DFNS
-99.9%
+292.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.7% | -16.0% | +15.3% | -0.7% |
| 30D | -5.9% | -77.7% | +71.8% | -6.1% |
| 3M | -0.6% | -77.2% | +76.6% | -0.7% |
| 6M | -6.8% | -95.2% | +88.4% | -7.2% |
| YTD | -3.6% | -98.0% | +94.3% | -4.2% |
| 1Y | -16.3% | -98.3% | +81.9% | -16.8% |
| 3Y | +39.1% | -99.9% | +139.0% | +42.4% |
| 5Y | +125.4% | -99.9% | +225.3% | +123.7% |
| All | +192.5% | -99.9% | +292.3% | +196.7% |
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 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