-100.0%
DFNS vs EL
-36.5%
-63.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.0% |
| 7D | -42.8% | +8.0% | -50.8% | -42.8% |
| 30D | -67.6% | +15.4% | -83.0% | -67.6% |
| 3M | -94.9% | +28.5% | -123.4% | -94.9% |
| 6M | -96.7% | +32.2% | -129.0% | -96.8% |
| YTD | -99.6% | +9.2% | -108.8% | -99.6% |
| 1Y | -99.7% | +30.8% | -130.5% | -99.7% |
| 3Y | -100.0% | +3.7% | -103.7% | -100.0% |
| 5Y | -100.0% | -64.8% | -35.2% | -100.0% |
| All | -100.0% | -36.5% | -63.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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