-99.9%
DFNS vs EMR
+62.8%
-162.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.9% |
| 7D | +0.8% | +3.1% | -2.3% | +1.7% |
| 30D | -73.2% | -3.5% | -69.7% | -73.5% |
| 3M | -72.4% | +9.8% | -82.2% | -71.4% |
| 6M | -95.2% | +10.8% | -106.0% | -95.0% |
| YTD | -98.0% | +15.9% | -113.9% | -97.8% |
| 1Y | -98.3% | +16.4% | -114.7% | -98.1% |
| 3Y | -99.9% | +62.1% | -162.0% | -99.9% |
| 5Y | -99.9% | +62.9% | -162.8% | -99.9% |
| All | -99.9% | +62.8% | -162.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling