-99.9%
DFNS vs EAT
+612.9%
-712.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.2% |
| 7D | +0.8% | -4.9% | +5.7% | +1.6% |
| 30D | -73.2% | -1.2% | -72.0% | -73.5% |
| 3M | -72.4% | +52.2% | -124.7% | -72.1% |
| 6M | -95.2% | +65.0% | -160.3% | -95.1% |
| YTD | -98.0% | +55.0% | -153.0% | -97.9% |
| 1Y | -98.3% | +42.1% | -140.3% | -98.2% |
| 3Y | -99.9% | +614.7% | -714.6% | -99.8% |
| All | -99.9% | +612.9% | -712.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling