-99.6%
DFNS vs ESI
+27.8%
-127.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.6% | -13.7% | -16.4% |
| 7D | -27.7% | -6.6% | -21.1% | -25.3% |
| 30D | -58.0% | -10.9% | -47.0% | -56.0% |
| 3M | -94.0% | -13.8% | -80.2% | -93.6% |
| 6M | -94.6% | -21.5% | -73.0% | -94.0% |
| YTD | -99.4% | +34.7% | -134.1% | -99.6% |
| 1Y | -99.6% | +24.9% | -124.5% | -99.7% |
| All | -99.6% | +27.8% | -127.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling