-99.6%
DFNS vs ELV
+42.6%
-142.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.9% | -23.3% | -19.5% |
| 7D | -27.7% | +4.8% | -32.4% | -28.6% |
| 30D | -58.0% | +10.1% | -68.0% | -59.0% |
| 3M | -94.0% | +15.4% | -109.3% | -94.2% |
| 6M | -94.6% | +17.7% | -112.3% | -94.7% |
| YTD | -99.4% | +25.7% | -125.1% | -99.5% |
| 1Y | -99.6% | +39.9% | -139.5% | -99.7% |
| All | -99.6% | +42.6% | -142.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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