-98.3%
DFNS vs ESI
+44.5%
-142.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -1.0% |
| 7D | -16.0% | +3.3% | -19.3% | -17.2% |
| 30D | -77.7% | -5.9% | -71.8% | -76.8% |
| 3M | -77.2% | -14.1% | -63.1% | -75.4% |
| 6M | -95.2% | +6.6% | -101.8% | -95.6% |
| YTD | -98.0% | +45.0% | -143.0% | -98.8% |
| 1Y | -98.3% | +41.5% | -139.7% | -98.9% |
| All | -98.3% | +44.5% | -142.8% | -98.9% |
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