-100.0%
DFNS vs ED
+80.7%
-180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.4% | -9.9% | -15.6% |
| 7D | -44.0% | +1.6% | -45.7% | -42.2% |
| 30D | -69.1% | +13.3% | -82.4% | -62.7% |
| 3M | -95.6% | +9.7% | -105.3% | -94.9% |
| 6M | -96.2% | +12.8% | -109.0% | -95.3% |
| YTD | -99.6% | +22.3% | -121.9% | -99.5% |
| 1Y | -99.7% | +26.3% | -126.0% | -99.6% |
| 3Y | -100.0% | +45.0% | -145.0% | -100.0% |
| All | -100.0% | +80.7% | -180.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling