-99.6%
DFNS vs EW
+24.1%
-123.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +10.1% |
| 7D | -13.0% | +6.5% | -19.5% | -21.9% |
| 30D | -56.9% | +22.5% | -79.3% | -70.5% |
| 3M | -93.2% | +13.0% | -106.2% | -94.7% |
| 6M | -95.4% | +37.1% | -132.6% | -97.1% |
| YTD | -99.5% | +24.1% | -123.6% | -99.7% |
| All | -99.6% | +24.1% | -123.8% | -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