-99.6%
DFNS vs EIX
+18.9%
-118.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.1% | -21.5% | -17.2% |
| 7D | -27.7% | +4.5% | -32.2% | -26.3% |
| 30D | -58.0% | +15.2% | -73.2% | -55.8% |
| 3M | -94.0% | -11.6% | -82.4% | -93.9% |
| 6M | -94.6% | -8.4% | -86.2% | -94.7% |
| YTD | -99.4% | +8.2% | -107.6% | -99.5% |
| 1Y | -99.6% | +16.6% | -116.2% | -99.7% |
| All | -99.6% | +18.9% | -118.6% | -99.7% |
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