-98.3%
DFNS vs EXR
+0.3%
-98.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.6% |
| 30D | -73.2% | -6.9% | -66.3% | -71.1% |
| 3M | -72.4% | -3.0% | -69.5% | -71.6% |
| 6M | -95.2% | -2.9% | -92.3% | -95.0% |
| YTD | -98.0% | +9.3% | -107.3% | -98.1% |
| 1Y | -98.3% | -0.9% | -97.3% | -98.0% |
| All | -98.3% | +0.3% | -98.6% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling