-100.0%
DFNS vs EIX
+18.0%
-118.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.5% | -9.7% | -12.9% |
| 7D | -44.0% | +1.0% | -45.0% | -43.8% |
| 30D | -69.1% | +9.1% | -78.2% | -68.3% |
| 3M | -95.6% | -10.2% | -85.4% | -95.7% |
| 6M | -96.2% | -11.2% | -84.9% | -96.3% |
| YTD | -99.6% | +4.5% | -104.1% | -99.6% |
| 1Y | -99.7% | +10.9% | -110.6% | -99.7% |
| 3Y | -100.0% | +8.4% | -108.4% | -100.0% |
| All | -100.0% | +18.0% | -118.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling