-99.6%
DFNS vs EXPE
+48.9%
-148.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +10.5% | -28.9% | -26.7% |
| 7D | -27.7% | +14.6% | -42.3% | -37.9% |
| 30D | -58.0% | +21.4% | -79.4% | -66.0% |
| 3M | -94.0% | +1.4% | -95.4% | -94.7% |
| 6M | -94.6% | +28.6% | -123.2% | -96.0% |
| YTD | -99.4% | +12.1% | -111.6% | -99.6% |
| 1Y | -99.6% | +50.0% | -149.7% | -99.7% |
| All | -99.6% | +48.9% | -148.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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