-95.2%
DFNS vs SE
+27.4%
-122.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +2.1% |
| 7D | -16.0% | -6.1% | -9.9% | -7.0% |
| 30D | -77.7% | -2.5% | -75.2% | -77.4% |
| 3M | -77.2% | +21.7% | -98.9% | -80.1% |
| 6M | -95.2% | +27.0% | -122.2% | -95.9% |
| All | -95.2% | +27.4% | -122.6% | -95.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling