-100.0%
DFNS vs EW
+41.2%
-141.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.6% |
| 7D | -6.0% | +4.9% | -10.9% | -6.3% |
| 30D | -71.2% | +23.9% | -95.1% | -71.8% |
| 3M | -94.5% | +15.8% | -110.3% | -94.6% |
| 6M | -96.5% | +31.7% | -128.2% | -96.6% |
| YTD | -99.6% | +25.7% | -125.3% | -99.6% |
| 1Y | -99.7% | +24.4% | -124.1% | -99.7% |
| 3Y | -100.0% | +65.9% | -165.8% | -100.0% |
| 5Y | -100.0% | -7.6% | -92.3% | -100.0% |
| All | -100.0% | +41.2% | -141.2% | -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