-99.9%
DFNS vs EW
+14.3%
-114.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.4% |
| 7D | +0.8% | -4.4% | +5.2% | +1.2% |
| 30D | -73.2% | -3.3% | -69.9% | -73.2% |
| 3M | -72.4% | +1.0% | -73.5% | -72.5% |
| 6M | -95.2% | +6.2% | -101.4% | -95.2% |
| YTD | -98.0% | +1.7% | -99.7% | -98.0% |
| 1Y | -98.3% | +8.1% | -106.4% | -98.2% |
| 3Y | -99.9% | +17.1% | -117.0% | -99.9% |
| 5Y | -99.9% | -29.4% | -70.5% | -99.9% |
| All | -99.9% | +14.3% | -114.2% | -99.9% |
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