-98.2%
DFNS vs EOG
+29.6%
-127.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.8% |
| 7D | -3.3% | +1.0% | -4.4% | -2.3% |
| 30D | -73.1% | +2.8% | -75.9% | -72.3% |
| 3M | -71.4% | +5.9% | -77.3% | -70.3% |
| 6M | -93.8% | +17.1% | -110.9% | -94.1% |
| YTD | -98.0% | +43.9% | -142.0% | -98.4% |
| 1Y | -98.2% | +26.9% | -125.0% | -98.5% |
| All | -98.2% | +29.6% | -127.7% | -98.5% |
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