-99.9%
DFNS vs EXR
+82.1%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.1% |
| 7D | -16.0% | -2.6% | -13.4% | -16.9% |
| 30D | -77.7% | -7.2% | -70.5% | -78.3% |
| 3M | -77.2% | -3.5% | -73.7% | -77.4% |
| 6M | -95.2% | -5.3% | -89.9% | -95.3% |
| YTD | -98.0% | +9.4% | -107.3% | -97.9% |
| 1Y | -98.3% | +1.3% | -99.6% | -98.3% |
| 3Y | -99.9% | +22.4% | -122.3% | -99.9% |
| 5Y | -99.9% | -12.2% | -87.6% | -99.9% |
| All | -99.9% | +82.1% | -182.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling