+486.1%
SOXX vs DFNS
-99.9%
+585.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -5.3% | -71.7% | +66.4% | -5.1% |
| 6M | +58.3% | -94.6% | +152.9% | +58.6% |
| YTD | +76.8% | -98.1% | +174.9% | +77.0% |
| 1Y | +114.6% | -98.3% | +212.9% | +114.9% |
| 3Y | +229.6% | -99.9% | +329.5% | +226.9% |
| 5Y | +257.3% | -99.9% | +357.2% | +279.6% |
| All | +486.1% | -99.9% | +585.9% | +544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling