-99.9%
DFNS vs EXPE
+218.1%
-318.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | +4.6% | -11.5% | +16.2% | +5.9% |
| 30D | -73.9% | -13.1% | -60.8% | -73.7% |
| 3M | -71.7% | +18.1% | -89.9% | -71.8% |
| 6M | -94.6% | +13.3% | -107.8% | -94.6% |
| YTD | -98.1% | -3.2% | -94.8% | -98.1% |
| 1Y | -98.3% | +26.1% | -124.5% | -98.3% |
| 3Y | -99.9% | +151.7% | -251.6% | -99.9% |
| 5Y | -99.9% | +88.3% | -188.2% | -99.9% |
| All | -99.9% | +218.1% | -318.0% | -99.9% |
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