-99.9%
DFNS vs EOG
+169.6%
-269.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.7% |
| 7D | +0.8% | -2.0% | +2.8% | -0.1% |
| 30D | -73.2% | +7.9% | -81.1% | -72.2% |
| 3M | -72.4% | +4.5% | -76.9% | -71.2% |
| 6M | -95.2% | +12.3% | -107.5% | -94.8% |
| YTD | -98.0% | +41.9% | -139.9% | -97.7% |
| 1Y | -98.3% | +27.8% | -126.1% | -98.1% |
| 3Y | -99.9% | +21.8% | -121.7% | -99.9% |
| 5Y | -99.9% | +174.0% | -273.9% | -99.8% |
| All | -99.9% | +169.6% | -269.4% | -99.8% |
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