-98.3%
DFNS vs EIX
+7.5%
-105.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.8% |
| 7D | -16.0% | -19.1% | +3.1% | -18.4% |
| 30D | -77.7% | -16.9% | -60.8% | -77.6% |
| 3M | -77.2% | -20.0% | -57.2% | -77.2% |
| 6M | -95.2% | -21.3% | -73.9% | -95.2% |
| YTD | -98.0% | -1.7% | -96.3% | -98.3% |
| 1Y | -98.3% | +9.6% | -107.8% | -98.9% |
| All | -98.3% | +7.5% | -105.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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