-68.9%
PYPL vs DFNS
-99.9%
+31.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | +2.7% | -16.0% | +18.7% | +2.7% |
| 30D | -4.9% | -77.7% | +72.8% | -5.0% |
| 3M | +28.9% | -77.2% | +106.1% | +29.2% |
| 6M | +18.2% | -95.2% | +113.4% | +18.3% |
| YTD | -5.0% | -98.0% | +92.9% | -5.1% |
| 1Y | -18.8% | -98.3% | +79.4% | -18.8% |
| 3Y | -12.6% | -99.9% | +87.3% | -15.2% |
| 5Y | -80.8% | -99.9% | +19.1% | -81.0% |
| All | -68.9% | -99.9% | +31.0% | -67.6% |
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