-100.0%
DFNS vs EXR
+111.9%
-211.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.8% |
| 7D | -42.8% | +2.7% | -45.5% | -42.1% |
| 30D | -67.6% | +18.9% | -86.5% | -65.2% |
| 3M | -94.9% | +8.4% | -103.2% | -94.7% |
| 6M | -96.7% | +14.3% | -111.0% | -96.5% |
| YTD | -99.6% | +27.2% | -126.9% | -99.6% |
| 1Y | -99.7% | +25.9% | -125.7% | -99.7% |
| 3Y | -100.0% | +54.6% | -154.6% | -100.0% |
| 5Y | -100.0% | -0.6% | -99.4% | -100.0% |
| All | -100.0% | +111.9% | -211.9% | -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