+113.9%
SOXX vs DFNS
-98.3%
+212.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.5% |
| 7D | +2.2% | -16.0% | +18.2% | +2.3% |
| 30D | -2.0% | -77.7% | +75.7% | -1.7% |
| 3M | -13.7% | -77.2% | +63.5% | -6.3% |
| 6M | +52.4% | -95.2% | +147.6% | +80.2% |
| YTD | +72.8% | -98.0% | +170.8% | +115.7% |
| 1Y | +113.9% | -98.3% | +212.2% | +171.9% |
| All | +113.9% | -98.3% | +212.2% | +171.9% |
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