-99.9%
DFNS vs EMR
+165.6%
-265.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.2% |
| 7D | -3.3% | -1.2% | -2.1% | -3.6% |
| 30D | -73.1% | -9.4% | -63.7% | -73.8% |
| 3M | -71.4% | +8.6% | -80.0% | -70.5% |
| 6M | -93.8% | +6.7% | -100.5% | -93.7% |
| YTD | -98.0% | +13.1% | -111.1% | -97.9% |
| 1Y | -98.2% | +12.7% | -110.9% | -98.1% |
| 3Y | -99.9% | +58.1% | -158.0% | -99.9% |
| 5Y | -99.9% | +63.6% | -163.5% | -99.9% |
| All | -99.9% | +165.6% | -265.5% | -99.9% |
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