-99.7%
DFNS vs ED
+24.8%
-124.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -1.4% |
| 7D | -6.0% | +2.1% | -8.0% | -0.2% |
| 30D | -71.2% | +10.4% | -81.6% | -60.3% |
| 3M | -94.5% | +12.5% | -107.1% | -91.9% |
| 6M | -96.5% | +14.9% | -111.5% | -94.9% |
| YTD | -99.6% | +24.8% | -124.5% | -99.3% |
| 1Y | -99.7% | +23.8% | -123.5% | -99.4% |
| All | -99.7% | +24.8% | -124.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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