-99.7%
DFNS vs EW
+26.0%
-125.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +13.8% |
| 7D | -37.0% | +9.3% | -46.2% | -47.0% |
| 30D | -63.4% | +22.1% | -85.5% | -74.9% |
| 3M | -94.1% | +13.0% | -107.1% | -95.4% |
| 6M | -96.3% | +30.1% | -126.4% | -97.5% |
| YTD | -99.6% | +22.0% | -121.6% | -99.7% |
| 1Y | -99.7% | +23.7% | -123.4% | -99.8% |
| All | -99.7% | +26.0% | -125.7% | -99.8% |
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