-100.0%
DFNS vs EME
+216.1%
-316.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | -6.0% | +8.4% | -14.3% | -6.4% |
| 30D | -71.2% | -11.5% | -59.7% | -71.1% |
| 3M | -94.5% | -20.6% | -73.9% | -94.5% |
| 6M | -96.5% | -28.5% | -68.1% | -96.8% |
| YTD | -99.6% | +8.0% | -107.6% | -99.6% |
| 1Y | -99.7% | +6.8% | -106.4% | -99.7% |
| 3Y | -100.0% | +213.9% | -313.9% | -100.0% |
| All | -100.0% | +216.1% | -316.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling