-99.9%
DFNS vs EXE
+191.4%
-291.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.5% |
| 7D | -16.0% | -0.3% | -15.7% | -16.0% |
| 30D | -77.7% | +8.5% | -86.1% | -77.6% |
| 3M | -77.2% | +5.5% | -82.6% | -77.1% |
| 6M | -95.2% | -5.9% | -89.3% | -95.2% |
| YTD | -98.0% | -9.7% | -88.2% | -98.0% |
| 1Y | -98.3% | +3.6% | -101.8% | -98.3% |
| 3Y | -99.9% | +18.0% | -117.9% | -99.9% |
| 5Y | -99.9% | +109.4% | -209.3% | -99.9% |
| All | -99.9% | +191.4% | -291.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling