-100.0%
DFNS vs EXE
+165.2%
-265.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.5% |
| 7D | -6.0% | +5.3% | -11.3% | -5.9% |
| 30D | -71.2% | -2.2% | -69.0% | -71.2% |
| 3M | -94.5% | -5.9% | -88.6% | -94.5% |
| 6M | -96.5% | -5.7% | -90.8% | -96.5% |
| YTD | -99.6% | -17.8% | -81.8% | -99.6% |
| 1Y | -99.7% | -23.1% | -76.6% | -99.7% |
| 3Y | -100.0% | +21.2% | -121.2% | -100.0% |
| 5Y | -100.0% | +78.8% | -178.8% | -100.0% |
| All | -100.0% | +165.2% | -265.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling