-100.0%
DFNS vs EOG
+106.0%
-206.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +13.4% |
| 7D | -13.0% | +4.6% | -17.5% | -11.3% |
| 30D | -56.9% | +2.9% | -59.7% | -56.2% |
| 3M | -93.2% | +8.0% | -101.2% | -92.9% |
| 6M | -95.4% | +17.0% | -112.4% | -94.9% |
| YTD | -99.5% | +51.1% | -150.6% | -99.4% |
| 1Y | -99.6% | +45.1% | -144.7% | -99.6% |
| 3Y | -100.0% | +39.4% | -139.4% | -100.0% |
| 5Y | -100.0% | +105.6% | -205.5% | -100.0% |
| All | -100.0% | +106.0% | -206.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling