-100.0%
DFNS vs EAT
+721.7%
-821.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.1% | +16.9% | +13.2% |
| 7D | -37.0% | -5.9% | -31.1% | -36.6% |
| 30D | -63.4% | +0.7% | -64.1% | -63.4% |
| 3M | -94.1% | -14.2% | -79.8% | -94.0% |
| 6M | -96.3% | +40.7% | -137.0% | -96.3% |
| YTD | -99.6% | +36.0% | -135.5% | -99.6% |
| 1Y | -99.7% | +83.1% | -182.8% | -99.7% |
| 3Y | -100.0% | +474.8% | -574.8% | -100.0% |
| 5Y | -100.0% | +347.6% | -447.6% | -100.0% |
| All | -100.0% | +721.7% | -821.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling