-100.0%
DFNS vs EXR
+109.3%
-209.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.6% | -18.7% | -19.6% |
| 7D | -12.7% | -1.2% | -11.5% | -13.1% |
| 30D | -65.2% | +18.3% | -83.5% | -62.8% |
| 3M | -94.6% | +9.1% | -103.6% | -94.4% |
| 6M | -96.2% | +11.7% | -108.0% | -96.1% |
| YTD | -99.6% | +25.7% | -125.3% | -99.6% |
| 1Y | -99.7% | +24.9% | -124.6% | -99.7% |
| 3Y | -100.0% | +51.4% | -151.4% | -100.0% |
| 5Y | -100.0% | -1.9% | -98.0% | -100.0% |
| All | -100.0% | +109.3% | -209.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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