-99.7%
DFNS vs EMR
+32.0%
-131.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -6.9% |
| 7D | -42.8% | +2.1% | -45.0% | -43.8% |
| 30D | -67.6% | +4.8% | -72.3% | -69.0% |
| 3M | -94.9% | +7.5% | -102.3% | -95.2% |
| 6M | -96.7% | +20.9% | -117.6% | -97.3% |
| YTD | -99.6% | +29.2% | -128.8% | -99.7% |
| All | -99.7% | +32.0% | -131.8% | -99.8% |
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