-100.0%
DFNS vs EL
-38.2%
-61.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.2% | -14.5% | -12.2% |
| 7D | -44.0% | +0.8% | -44.8% | -44.0% |
| 30D | -69.1% | +16.5% | -85.7% | -69.2% |
| 3M | -95.6% | +29.2% | -124.8% | -95.6% |
| 6M | -96.2% | +27.9% | -124.1% | -96.2% |
| YTD | -99.6% | +6.2% | -105.8% | -99.6% |
| 1Y | -99.7% | +27.2% | -126.9% | -99.7% |
| 3Y | -100.0% | +3.2% | -103.2% | -100.0% |
| 5Y | -100.0% | -66.0% | -34.0% | -100.0% |
| All | -100.0% | -38.2% | -61.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling