-99.9%
DFNS vs EXE
+106.6%
-206.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.8% | -1.8% | +2.6% | +0.7% |
| 30D | -73.2% | +6.4% | -79.6% | -73.2% |
| 3M | -72.4% | +9.2% | -81.7% | -72.3% |
| 6M | -95.2% | -7.0% | -88.2% | -95.2% |
| YTD | -98.0% | -9.5% | -88.5% | -98.0% |
| 1Y | -98.3% | +6.2% | -104.5% | -98.2% |
| 3Y | -99.9% | +20.7% | -120.6% | -99.9% |
| 5Y | -99.9% | +103.6% | -203.5% | -99.9% |
| All | -99.9% | +106.6% | -206.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling