-98.3%
DFNS vs EXE
+4.5%
-102.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.8% |
| 7D | +4.6% | -2.7% | +7.4% | +4.3% |
| 30D | -73.9% | -0.4% | -73.5% | -73.8% |
| 3M | -71.7% | +9.5% | -81.2% | -71.5% |
| 6M | -94.6% | -9.3% | -85.2% | -94.7% |
| YTD | -98.1% | -10.9% | -87.2% | -98.1% |
| 1Y | -98.3% | +4.3% | -102.6% | -97.9% |
| All | -98.3% | +4.5% | -102.8% | -97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling