-98.3%
DFNS vs EXC
+4.7%
-102.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | +0.9% |
| 7D | +0.8% | +1.2% | -0.4% | +3.6% |
| 30D | -73.2% | -2.7% | -70.5% | -74.7% |
| 3M | -72.4% | -1.0% | -71.5% | -72.3% |
| 6M | -95.2% | -9.3% | -86.0% | -95.4% |
| YTD | -98.0% | +3.6% | -101.6% | -97.8% |
| 1Y | -98.3% | +5.9% | -104.2% | -97.7% |
| All | -98.3% | +4.7% | -102.9% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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