+480.6%
SOXX vs DFNS
-99.9%
+580.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | +1.4% | -6.3% | +7.7% | +1.4% |
| 30D | -3.6% | -74.0% | +70.4% | -3.7% |
| 3M | -10.2% | -70.1% | +60.0% | -10.0% |
| 6M | +54.2% | -93.9% | +148.2% | +54.5% |
| YTD | +75.2% | -98.1% | +173.3% | +75.4% |
| 1Y | +107.5% | -98.3% | +205.8% | +107.8% |
| 3Y | +226.8% | -99.9% | +326.6% | +224.5% |
| 5Y | +251.2% | -99.9% | +351.1% | +273.1% |
| All | +480.6% | -99.9% | +580.5% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling