-98.3%
DFNS vs EW
+11.0%
-109.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -16.0% | -0.3% | -15.7% | -15.8% |
| 30D | -77.7% | +1.0% | -78.7% | -78.5% |
| 3M | -77.2% | +2.8% | -80.0% | -78.2% |
| 6M | -95.2% | +5.5% | -100.7% | -95.5% |
| YTD | -98.0% | +5.5% | -103.4% | -98.1% |
| 1Y | -98.3% | +11.0% | -109.3% | -98.0% |
| All | -98.3% | +11.0% | -109.2% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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