-99.9%
DFNS vs EQT
+197.4%
-297.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.7% |
| 7D | -3.3% | -1.2% | -2.2% | -3.7% |
| 30D | -73.1% | +1.1% | -74.2% | -73.0% |
| 3M | -71.4% | +4.8% | -76.2% | -70.5% |
| 6M | -93.8% | -10.6% | -83.3% | -93.9% |
| YTD | -98.0% | +3.4% | -101.5% | -98.0% |
| 1Y | -98.2% | +8.7% | -106.8% | -98.1% |
| 3Y | -99.9% | +35.0% | -134.8% | -99.9% |
| All | -99.9% | +197.4% | -297.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling