-99.9%
DFNS vs EOG
+291.4%
-391.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.6% |
| 7D | -6.3% | +1.5% | -7.8% | -5.9% |
| 30D | -74.0% | +2.9% | -76.9% | -73.7% |
| 3M | -70.1% | +8.7% | -78.9% | -69.0% |
| 6M | -93.9% | +12.9% | -106.8% | -93.6% |
| YTD | -98.1% | +43.8% | -141.9% | -97.9% |
| 1Y | -98.3% | +27.1% | -125.4% | -98.2% |
| 3Y | -99.9% | +25.9% | -125.8% | -99.9% |
| 5Y | -99.9% | +177.9% | -277.8% | -99.9% |
| All | -99.9% | +291.4% | -391.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling