-100.0%
DFNS vs EXC
+31.9%
-131.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.0% |
| 7D | -6.0% | +1.4% | -7.4% | -5.5% |
| 30D | -71.2% | +8.6% | -79.8% | -70.3% |
| 3M | -94.5% | +2.4% | -96.9% | -94.5% |
| 6M | -96.5% | +6.5% | -103.0% | -96.6% |
| YTD | -99.6% | +9.0% | -108.7% | -99.6% |
| 1Y | -99.7% | +4.6% | -104.3% | -99.7% |
| 3Y | -100.0% | +33.5% | -133.5% | -100.0% |
| All | -100.0% | +31.9% | -131.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling