-99.9%
DFNS vs EOG
+22.2%
-122.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -3.4% |
| 7D | +4.6% | -1.3% | +6.0% | +3.4% |
| 30D | -73.9% | +3.4% | -77.2% | -72.9% |
| 3M | -71.7% | +7.8% | -79.6% | -67.9% |
| 6M | -94.6% | +13.4% | -107.9% | -93.5% |
| YTD | -98.1% | +43.5% | -141.6% | -97.2% |
| 1Y | -98.3% | +29.7% | -128.0% | -97.8% |
| All | -99.9% | +22.2% | -122.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling