-100.0%
DFNS vs EW
+51.9%
-151.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.3% | -13.5% | -12.4% |
| 7D | -44.0% | +11.0% | -55.0% | -45.2% |
| 30D | -69.1% | +19.1% | -88.2% | -70.2% |
| 3M | -95.6% | +14.4% | -110.0% | -95.8% |
| 6M | -96.2% | +22.8% | -118.9% | -96.3% |
| YTD | -99.6% | +19.8% | -119.4% | -99.6% |
| 1Y | -99.7% | +23.9% | -123.6% | -99.7% |
| 3Y | -100.0% | +52.2% | -152.2% | -100.0% |
| All | -100.0% | +51.9% | -151.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling