-98.3%
DFNS vs EMB
+5.1%
-103.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | 0.0% |
| 7D | +0.8% | +0.3% | +0.5% | -1.1% |
| 30D | -73.2% | -0.5% | -72.7% | -72.3% |
| 3M | -72.4% | +0.3% | -72.8% | -72.3% |
| 6M | -95.2% | +1.2% | -96.4% | -95.1% |
| YTD | -98.0% | +1.5% | -99.5% | -98.0% |
| 1Y | -98.3% | +4.8% | -103.1% | -98.6% |
| All | -98.3% | +5.1% | -103.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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