-99.9%
DFNS vs EIX
+35.1%
-134.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.8% |
| 7D | -16.0% | -19.1% | +3.1% | -19.5% |
| 30D | -77.7% | -16.9% | -60.8% | -78.2% |
| 3M | -77.2% | -20.0% | -57.2% | -78.3% |
| 6M | -95.2% | -21.3% | -73.9% | -95.4% |
| YTD | -98.0% | -1.7% | -96.3% | -98.0% |
| 1Y | -98.3% | +9.6% | -107.8% | -98.2% |
| 3Y | -99.9% | -3.7% | -96.2% | -99.9% |
| 5Y | -99.9% | +22.6% | -122.5% | -99.9% |
| All | -99.9% | +35.1% | -134.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling