-99.7%
DFNS vs EL
+30.3%
-130.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.9% |
| 7D | -42.8% | +8.0% | -50.8% | -46.2% |
| 30D | -67.6% | +15.4% | -83.0% | -70.9% |
| 3M | -94.9% | +28.5% | -123.4% | -96.0% |
| 6M | -96.7% | +32.2% | -129.0% | -97.5% |
| YTD | -99.6% | +9.2% | -108.8% | -99.7% |
| All | -99.7% | +30.3% | -130.0% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling