-96.2%
DFNS vs EME
-28.4%
-67.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.6% | -18.8% | -18.7% |
| 7D | -12.7% | +11.3% | -24.0% | -23.6% |
| 30D | -65.2% | -14.6% | -50.7% | -57.7% |
| 3M | -94.6% | -20.4% | -74.1% | -92.6% |
| 6M | -96.2% | -28.3% | -68.0% | -95.3% |
| All | -96.2% | -28.4% | -67.8% | -95.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling