-98.3%
DFNS vs EW
+7.6%
-105.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | +4.7% |
| 7D | +0.8% | -4.4% | +5.2% | +7.7% |
| 30D | -73.2% | -3.3% | -69.9% | -72.3% |
| 3M | -72.4% | +1.0% | -73.5% | -72.3% |
| 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% | -97.9% |
| All | -98.3% | +7.6% | -105.9% | -97.9% |
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 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