-100.0%
DFNS vs EMR
+203.5%
-303.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -2.0% |
| 7D | -42.8% | +2.1% | -45.0% | -42.5% |
| 30D | -67.6% | +4.8% | -72.3% | -67.2% |
| 3M | -94.9% | +7.5% | -102.3% | -94.8% |
| 6M | -96.7% | +20.9% | -117.6% | -96.6% |
| YTD | -99.6% | +29.2% | -128.8% | -99.6% |
| 1Y | -99.7% | +33.0% | -132.7% | -99.7% |
| 3Y | -100.0% | +109.8% | -209.7% | -100.0% |
| 5Y | -100.0% | +91.9% | -191.9% | -100.0% |
| All | -100.0% | +203.5% | -303.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling