-98.3%
DFNS vs EOG
+24.8%
-123.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.1% |
| 7D | -16.0% | +1.3% | -17.3% | -14.6% |
| 30D | -77.7% | +8.2% | -85.9% | -75.9% |
| 3M | -77.2% | +3.8% | -81.0% | -76.6% |
| 6M | -95.2% | +15.3% | -110.5% | -95.3% |
| YTD | -98.0% | +41.7% | -139.7% | -98.3% |
| 1Y | -98.3% | +23.6% | -121.8% | -98.6% |
| All | -98.3% | +24.8% | -123.1% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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