-99.6%
DFNS vs EWZ
+7.8%
-107.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.6% | -20.0% | -18.7% |
| 7D | -27.7% | -4.1% | -23.6% | -27.0% |
| 30D | -58.0% | -25.0% | -33.0% | -55.3% |
| 3M | -94.0% | -10.6% | -83.3% | -94.0% |
| 6M | -94.6% | -16.6% | -78.0% | -94.4% |
| YTD | -99.4% | +2.5% | -101.9% | -99.5% |
| 1Y | -99.6% | +8.1% | -107.7% | -99.7% |
| All | -99.6% | +7.8% | -107.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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