-100.0%
DFNS vs SE
-78.2%
-21.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.7% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -71.2% | -20.9% | -50.3% | -70.2% |
| 3M | -94.5% | -38.9% | -55.6% | -94.1% |
| 6M | -96.5% | -19.4% | -77.1% | -96.4% |
| YTD | -99.6% | -40.9% | -58.7% | -99.6% |
| 1Y | -99.7% | -46.2% | -53.5% | -99.7% |
| 3Y | -100.0% | +63.7% | -163.7% | -100.0% |
| All | -100.0% | -78.2% | -21.8% | -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