-100.0%
DFNS vs SE
-78.9%
-21.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.4% | -12.2% |
| 7D | -44.0% | +2.0% | -46.0% | -44.2% |
| 30D | -69.1% | -20.0% | -49.1% | -68.1% |
| 3M | -95.6% | -31.8% | -63.9% | -95.4% |
| 6M | -96.2% | -15.9% | -80.3% | -96.0% |
| YTD | -99.6% | -40.6% | -59.0% | -99.6% |
| 1Y | -99.7% | -50.7% | -49.1% | -99.7% |
| 3Y | -100.0% | +70.3% | -170.3% | -100.0% |
| All | -100.0% | -78.9% | -21.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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