-100.0%
DFNS vs EXPE
+204.6%
-304.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.5% | -19.8% | -19.4% |
| 7D | -12.7% | -4.2% | -8.5% | -12.2% |
| 30D | -65.2% | -4.5% | -60.7% | -65.0% |
| 3M | -94.6% | -19.7% | -74.9% | -94.5% |
| 6M | -96.2% | +18.3% | -114.5% | -96.2% |
| YTD | -99.6% | -7.3% | -92.3% | -99.6% |
| 1Y | -99.7% | -3.9% | -95.8% | -99.7% |
| 3Y | -100.0% | +123.0% | -223.0% | -100.0% |
| 5Y | -100.0% | +47.9% | -147.9% | -100.0% |
| All | -100.0% | +204.6% | -304.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling