-98.3%
DFNS vs EMR
+16.0%
-114.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | +0.8% | +3.1% | -2.3% | -1.8% |
| 30D | -73.2% | -3.5% | -69.7% | -72.5% |
| 3M | -72.4% | +9.8% | -82.2% | -74.6% |
| 6M | -95.2% | +10.8% | -106.0% | -95.6% |
| YTD | -98.0% | +15.9% | -113.9% | -98.1% |
| 1Y | -98.3% | +16.4% | -114.7% | -98.5% |
| All | -98.3% | +16.0% | -114.3% | -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