-99.9%
DFNS vs EME
+544.7%
-644.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.7% |
| 7D | +4.6% | +2.7% | +1.9% | +4.7% |
| 30D | -73.9% | -6.8% | -67.1% | -73.9% |
| 3M | -71.7% | -8.8% | -62.9% | -72.4% |
| 6M | -94.6% | +5.0% | -99.6% | -94.5% |
| YTD | -98.1% | +23.5% | -121.6% | -98.0% |
| 1Y | -98.3% | +21.3% | -119.6% | -98.2% |
| 3Y | -99.9% | +241.1% | -340.9% | -99.9% |
| 5Y | -99.9% | +549.2% | -649.0% | -99.8% |
| All | -99.9% | +544.7% | -644.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling