+107.5%
SOXX vs DFNS
-98.2%
+205.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.3% |
| 3M | -10.2% | -70.1% | +60.0% | -4.1% |
| 6M | +54.2% | -93.9% | +148.2% | +79.4% |
| YTD | +75.2% | -98.1% | +173.3% | +119.3% |
| 1Y | +107.5% | -98.3% | +205.8% | +158.0% |
| All | +107.5% | -98.2% | +205.7% | +158.0% |
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