+52.5%
SOXX vs DFNS
-99.6%
+152.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -18.3% | +15.2% | -3.1% |
| 7D | -13.7% | -27.7% | +14.0% | -13.6% |
| 30D | -23.6% | -58.0% | +34.4% | -23.4% |
| 3M | -16.9% | -94.0% | +77.1% | -16.8% |
| 6M | -2.4% | -94.6% | +92.2% | +6.9% |
| YTD | +49.8% | -99.4% | +149.3% | +84.6% |
| 1Y | +52.5% | -99.6% | +152.2% | +95.0% |
| All | +52.5% | -99.6% | +152.2% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling