-94.6%
DFNS vs EME
-20.2%
-74.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.6% | -18.8% | -18.9% |
| 7D | -12.7% | +11.3% | -24.0% | -19.3% |
| 30D | -65.2% | -14.6% | -50.7% | -62.1% |
| 3M | -94.6% | -20.4% | -74.1% | -93.9% |
| All | -94.6% | -20.2% | -74.4% | -93.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling