-99.9%
DFNS vs EOG
+285.6%
-385.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.4% |
| 7D | -16.0% | +1.3% | -17.3% | -15.5% |
| 30D | -77.7% | +8.2% | -85.9% | -77.2% |
| 3M | -77.2% | +3.8% | -81.0% | -76.6% |
| 6M | -95.2% | +15.3% | -110.5% | -94.9% |
| YTD | -98.0% | +41.7% | -139.7% | -97.8% |
| 1Y | -98.3% | +23.6% | -121.8% | -98.2% |
| 3Y | -99.9% | +23.3% | -123.2% | -99.9% |
| 5Y | -99.9% | +170.4% | -270.3% | -99.8% |
| All | -99.9% | +285.6% | -385.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling