-100.0%
DFNS vs EXR
+69.9%
-169.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -12.7% |
| 7D | -44.0% | +5.2% | -49.2% | -41.2% |
| 30D | -69.1% | +20.9% | -90.0% | -63.4% |
| 3M | -95.6% | +7.7% | -103.3% | -95.3% |
| 6M | -96.2% | +13.2% | -109.4% | -95.7% |
| YTD | -99.6% | +26.5% | -126.1% | -99.5% |
| 1Y | -99.7% | +27.2% | -126.9% | -99.7% |
| 3Y | -100.0% | +71.5% | -171.5% | -100.0% |
| All | -100.0% | +69.9% | -169.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling