-99.6%
DFNS vs EW
+19.7%
-119.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.4% | -22.7% | -25.2% |
| 7D | -27.7% | +8.3% | -35.9% | -38.4% |
| 30D | -58.0% | +13.9% | -71.9% | -67.1% |
| 3M | -94.0% | +10.9% | -104.9% | -95.3% |
| 6M | -94.6% | +19.2% | -113.8% | -95.9% |
| YTD | -99.4% | +16.6% | -116.0% | -99.6% |
| 1Y | -99.6% | +18.1% | -117.7% | -99.7% |
| All | -99.6% | +19.7% | -119.3% | -99.7% |
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