-99.9%
DFNS vs EXPE
+247.8%
-347.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -16.0% | -9.5% | -6.5% | -15.1% |
| 30D | -77.7% | -6.6% | -71.1% | -77.7% |
| 3M | -77.2% | +31.4% | -108.6% | -77.5% |
| 6M | -95.2% | +35.2% | -130.4% | -95.2% |
| YTD | -98.0% | +5.8% | -103.8% | -98.0% |
| 1Y | -98.3% | +38.7% | -136.9% | -98.3% |
| 3Y | -99.9% | +175.8% | -275.7% | -99.9% |
| 5Y | -99.9% | +111.8% | -211.7% | -99.9% |
| All | -99.9% | +247.8% | -347.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling