-100.0%
DFNS vs EOG
+323.3%
-423.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.0% |
| 7D | -6.0% | +7.6% | -13.6% | -3.9% |
| 30D | -71.2% | +3.4% | -74.6% | -70.8% |
| 3M | -94.5% | +12.7% | -107.2% | -94.3% |
| 6M | -96.5% | +19.0% | -115.5% | -96.3% |
| YTD | -99.6% | +55.6% | -155.2% | -99.6% |
| 1Y | -99.7% | +49.5% | -149.2% | -99.6% |
| 3Y | -100.0% | +43.2% | -143.1% | -100.0% |
| 5Y | -100.0% | +111.8% | -211.8% | -100.0% |
| All | -100.0% | +323.3% | -423.3% | -100.0% |
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