-100.0%
DFNS vs ES
+3.2%
-103.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +13.1% |
| 7D | -13.0% | +0.1% | -13.1% | -12.9% |
| 30D | -56.9% | +6.7% | -63.6% | -55.9% |
| 3M | -93.2% | +0.3% | -93.6% | -93.2% |
| 6M | -95.4% | +7.4% | -102.8% | -95.4% |
| YTD | -99.5% | +8.4% | -107.9% | -99.5% |
| 1Y | -99.6% | +0.6% | -100.3% | -99.6% |
| 3Y | -100.0% | +50.6% | -150.6% | -100.0% |
| 5Y | -100.0% | +4.8% | -104.8% | -100.0% |
| All | -100.0% | +3.2% | -103.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling