-98.3%
DFNS vs EAT
+37.5%
-135.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.1% |
| 7D | -16.0% | 0.0% | -16.0% | -16.3% |
| 30D | -77.7% | +1.9% | -79.6% | -79.3% |
| 3M | -77.2% | +68.7% | -145.8% | -81.1% |
| 6M | -95.2% | +66.9% | -162.1% | -96.0% |
| YTD | -98.0% | +60.4% | -158.4% | -98.2% |
| 1Y | -98.3% | +44.0% | -142.3% | -98.7% |
| All | -98.3% | +37.5% | -135.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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