-66.0%
PYPL vs DFNS
-100.0%
+34.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.4% |
| 7D | +2.2% | -42.8% | +45.0% | +2.1% |
| 30D | +8.1% | -67.6% | +75.7% | +8.1% |
| 3M | +1.9% | -94.9% | +96.8% | +1.7% |
| 6M | +33.1% | -96.7% | +129.9% | +33.3% |
| YTD | +3.8% | -99.6% | +103.4% | +3.6% |
| 1Y | -8.3% | -99.7% | +91.4% | -8.5% |
| 3Y | +11.9% | -100.0% | +111.8% | +8.4% |
| 5Y | -70.4% | -100.0% | +29.5% | -70.9% |
| All | -66.0% | -100.0% | +34.0% | -64.7% |
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