-100.0%
DFNS vs EXR
+110.3%
-210.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +12.5% |
| 7D | -37.0% | +1.7% | -38.7% | -36.4% |
| 30D | -63.4% | +18.0% | -81.4% | -60.8% |
| 3M | -94.1% | +9.7% | -103.7% | -93.8% |
| 6M | -96.3% | +13.4% | -109.8% | -96.1% |
| YTD | -99.6% | +26.3% | -125.9% | -99.5% |
| 1Y | -99.7% | +27.6% | -127.3% | -99.7% |
| 3Y | -100.0% | +52.2% | -152.1% | -100.0% |
| 5Y | -100.0% | -1.1% | -98.9% | -100.0% |
| All | -100.0% | +110.3% | -210.3% | -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