-98.3%
DFNS vs EIX
+15.0%
-113.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | +0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.8% |
| 30D | -73.2% | -13.5% | -59.7% | -73.0% |
| 3M | -72.4% | -15.3% | -57.2% | -72.4% |
| 6M | -95.2% | -15.3% | -79.9% | -95.3% |
| YTD | -98.0% | +2.7% | -100.7% | -98.3% |
| 1Y | -98.3% | +17.4% | -115.7% | -98.9% |
| All | -98.3% | +15.0% | -113.2% | -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