-98.3%
DFNS vs EQT
+7.9%
-106.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.2% |
| 7D | -16.0% | +1.1% | -17.1% | -15.4% |
| 30D | -77.7% | +7.7% | -85.4% | -76.9% |
| 3M | -77.2% | +0.2% | -77.4% | -76.2% |
| 6M | -95.2% | -9.5% | -85.7% | -95.0% |
| YTD | -98.0% | +3.8% | -101.8% | -97.8% |
| 1Y | -98.3% | +7.8% | -106.0% | -98.0% |
| All | -98.3% | +7.9% | -106.1% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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