-99.9%
DFNS vs EQX
+9.0%
-108.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +1.3% |
| 7D | -3.3% | -7.0% | +3.7% | -3.7% |
| 30D | -73.1% | +4.8% | -77.9% | -73.0% |
| 3M | -71.4% | +25.6% | -97.0% | -71.3% |
| 6M | -93.8% | -25.8% | -68.0% | -94.3% |
| YTD | -98.0% | -12.7% | -85.3% | -98.1% |
| 1Y | -98.2% | +14.1% | -112.2% | -98.1% |
| 3Y | -99.9% | +165.7% | -265.6% | -99.8% |
| 5Y | -99.9% | +81.2% | -181.1% | -99.8% |
| All | -99.9% | +9.0% | -108.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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