-96.2%
DFNS vs EFX
+10.9%
-107.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.9% | -18.5% | -19.0% |
| 7D | -12.7% | -3.6% | -9.0% | -11.3% |
| 30D | -65.2% | +25.3% | -90.5% | -68.5% |
| 3M | -94.6% | +3.8% | -98.4% | -94.7% |
| 6M | -96.2% | +12.7% | -109.0% | -96.3% |
| All | -96.2% | +10.9% | -107.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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