-100.0%
DFNS vs EW
+38.0%
-138.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -42.8% | +12.3% | -55.1% | -43.5% |
| 30D | -67.6% | +22.9% | -90.4% | -68.2% |
| 3M | -94.9% | +16.7% | -111.6% | -94.9% |
| 6M | -96.7% | +31.0% | -127.7% | -96.8% |
| YTD | -99.6% | +22.8% | -122.4% | -99.6% |
| 1Y | -99.7% | +25.6% | -125.3% | -99.7% |
| 3Y | -100.0% | +62.0% | -161.9% | -100.0% |
| 5Y | -100.0% | -12.8% | -87.2% | -100.0% |
| All | -100.0% | +38.0% | -138.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling