-100.0%
DFNS vs ESI
+80.4%
-180.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.1% | -17.2% | -19.2% |
| 7D | -12.7% | +8.3% | -21.0% | -13.1% |
| 30D | -65.2% | -10.4% | -54.8% | -65.0% |
| 3M | -94.6% | -13.2% | -81.4% | -94.6% |
| 6M | -96.2% | -23.9% | -72.4% | -96.2% |
| YTD | -99.6% | +34.2% | -133.8% | -99.6% |
| 1Y | -99.7% | +22.2% | -121.9% | -99.7% |
| All | -100.0% | +80.4% | -180.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling