-99.9%
DFNS vs EQT
+352.9%
-452.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +0.6% |
| 30D | -73.2% | +6.6% | -79.9% | -72.8% |
| 3M | -72.4% | +4.4% | -76.8% | -71.9% |
| 6M | -95.2% | -10.5% | -84.7% | -95.3% |
| YTD | -98.0% | +3.7% | -101.7% | -97.9% |
| 1Y | -98.3% | +9.9% | -108.1% | -98.2% |
| 3Y | -99.9% | +35.4% | -135.2% | -99.9% |
| 5Y | -99.9% | +189.2% | -289.0% | -99.8% |
| All | -99.9% | +352.9% | -452.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling