-98.3%
DFNS vs EME
+21.8%
-120.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.9% | -5.6% |
| 7D | -6.3% | +3.5% | -9.9% | -8.8% |
| 30D | -74.0% | -6.3% | -67.6% | -72.5% |
| 3M | -70.1% | -3.8% | -66.4% | -69.7% |
| 6M | -93.9% | +8.5% | -102.4% | -94.2% |
| YTD | -98.1% | +27.8% | -125.9% | -98.3% |
| 1Y | -98.3% | +22.2% | -120.5% | -98.6% |
| All | -98.3% | +21.8% | -120.1% | -98.6% |
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