-100.0%
DFNS vs ES
+46.3%
-146.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -14.0% |
| 7D | -44.0% | +1.9% | -45.9% | -43.1% |
| 30D | -69.1% | +7.1% | -76.2% | -67.7% |
| 3M | -95.6% | -1.9% | -93.7% | -95.6% |
| 6M | -96.2% | +4.4% | -100.5% | -96.1% |
| YTD | -99.6% | +7.3% | -106.9% | -99.6% |
| 1Y | -99.7% | +2.1% | -101.9% | -99.7% |
| 3Y | -100.0% | +41.8% | -141.8% | -100.0% |
| All | -100.0% | +46.3% | -146.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling