-100.0%
DFNS vs EXR
-1.8%
-98.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | -0.4% | -5.5% | -6.2% |
| 30D | -71.2% | +18.2% | -89.4% | -68.8% |
| 3M | -94.5% | +7.3% | -101.9% | -94.3% |
| 6M | -96.5% | +13.8% | -110.4% | -96.3% |
| YTD | -99.6% | +25.9% | -125.6% | -99.6% |
| 1Y | -99.7% | +25.8% | -125.5% | -99.6% |
| 3Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | -1.8% | -98.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling