-98.3%
DFNS vs ESI
+39.5%
-137.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.1% |
| 7D | +0.8% | +5.4% | -4.6% | -2.0% |
| 30D | -73.2% | -4.2% | -69.0% | -72.5% |
| 3M | -72.4% | -9.6% | -62.8% | -71.2% |
| 6M | -95.2% | +18.3% | -113.5% | -96.1% |
| YTD | -98.0% | +45.8% | -143.8% | -98.8% |
| 1Y | -98.3% | +39.2% | -137.4% | -98.9% |
| All | -98.3% | +39.5% | -137.8% | -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