-98.3%
DFNS vs EME
+19.7%
-117.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.6% |
| 7D | -16.0% | +1.9% | -17.9% | -17.1% |
| 30D | -77.7% | -8.3% | -69.4% | -76.1% |
| 3M | -77.2% | -10.7% | -66.4% | -75.9% |
| 6M | -95.2% | +1.9% | -97.1% | -95.2% |
| YTD | -98.0% | +23.5% | -121.4% | -98.1% |
| 1Y | -98.3% | +18.0% | -116.2% | -98.5% |
| All | -98.3% | +19.7% | -117.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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