-98.3%
DFNS vs EMR
+19.4%
-117.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.9% |
| 7D | -16.0% | -1.5% | -14.5% | -14.6% |
| 30D | -77.7% | -5.6% | -72.1% | -76.7% |
| 3M | -77.2% | +7.9% | -85.1% | -78.7% |
| 6M | -95.2% | +6.0% | -101.2% | -95.4% |
| YTD | -98.0% | +16.4% | -114.4% | -98.1% |
| 1Y | -98.3% | +16.6% | -114.9% | -98.5% |
| All | -98.3% | +19.4% | -117.7% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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