-100.0%
DFNS vs EL
+3.0%
-102.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.5% |
| 7D | -6.0% | +1.5% | -7.5% | -6.0% |
| 30D | -71.2% | +10.0% | -81.2% | -71.2% |
| 3M | -94.5% | +28.4% | -122.9% | -94.6% |
| 6M | -96.5% | +37.1% | -133.6% | -96.6% |
| YTD | -99.6% | +7.8% | -107.5% | -99.6% |
| 1Y | -99.7% | +26.0% | -125.7% | -99.7% |
| 3Y | -100.0% | +3.8% | -103.8% | -100.0% |
| All | -100.0% | +3.0% | -102.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling