-100.0%
DFNS vs EIX
+45.1%
-145.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.5% | -19.3% |
| 7D | -12.7% | -1.5% | -11.2% | -13.0% |
| 30D | -65.2% | +8.1% | -73.3% | -64.5% |
| 3M | -94.6% | -12.1% | -82.4% | -94.6% |
| 6M | -96.2% | -13.4% | -82.8% | -96.4% |
| YTD | -99.6% | +5.6% | -105.2% | -99.6% |
| 1Y | -99.7% | +7.8% | -107.5% | -99.7% |
| 3Y | -100.0% | +9.8% | -109.8% | -100.0% |
| 5Y | -100.0% | +18.8% | -118.8% | -100.0% |
| All | -100.0% | +45.1% | -145.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling