-95.6%
DFNS vs EXPE
-20.1%
-75.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.9% | -7.4% | -12.8% |
| 7D | -44.0% | -9.3% | -34.7% | -41.9% |
| 30D | -69.1% | +0.1% | -69.3% | -65.2% |
| 3M | -95.6% | -15.3% | -80.3% | -95.9% |
| All | -95.6% | -20.1% | -75.5% | -95.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling