-100.0%
DFNS vs EAT
+757.0%
-856.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | -42.8% | -3.9% | -38.9% | -42.6% |
| 30D | -67.6% | +5.0% | -72.5% | -67.7% |
| 3M | -94.9% | -9.6% | -85.2% | -94.8% |
| 6M | -96.7% | +46.8% | -143.5% | -96.7% |
| YTD | -99.6% | +41.8% | -141.4% | -99.6% |
| 1Y | -99.7% | +98.3% | -198.0% | -99.7% |
| 3Y | -100.0% | +503.1% | -603.0% | -100.0% |
| 5Y | -100.0% | +356.7% | -456.6% | -100.0% |
| All | -100.0% | +757.0% | -856.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling