-95.2%
DFNS vs EXPE
+37.3%
-132.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +3.6% |
| 7D | -16.0% | -9.5% | -6.5% | +0.4% |
| 30D | -77.7% | -6.6% | -71.1% | -78.3% |
| 3M | -77.2% | +31.4% | -108.6% | -85.9% |
| 6M | -95.2% | +35.2% | -130.4% | -97.1% |
| All | -95.2% | +37.3% | -132.5% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling