+58.3%
SOXX vs DFNS
-95.4%
+153.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.7% |
| 7D | +6.1% | +4.6% | +1.5% | +6.1% |
| 30D | +0.5% | -73.9% | +74.4% | 0.0% |
| 3M | -5.3% | -71.7% | +66.4% | +2.8% |
| 6M | +58.3% | -94.6% | +152.9% | +81.2% |
| All | +58.3% | -95.4% | +153.8% | +81.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling