-96.0%
DFNS vs EAT
+39.6%
-135.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.1% | +16.9% | +18.9% |
| 7D | -37.0% | -5.9% | -31.1% | -32.5% |
| 30D | -63.4% | +0.7% | -64.1% | -66.3% |
| 3M | -94.1% | -14.2% | -79.8% | -94.2% |
| All | -96.0% | +39.6% | -135.6% | -97.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling