-100.0%
DFNS vs DE
+318.6%
-418.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.5% |
| 7D | -6.0% | +0.3% | -6.3% | -6.0% |
| 30D | -71.2% | +3.6% | -74.8% | -71.1% |
| 3M | -94.5% | +10.2% | -104.8% | -94.5% |
| 6M | -96.5% | +16.6% | -113.1% | -96.5% |
| YTD | -99.6% | +45.8% | -145.4% | -99.6% |
| 1Y | -99.7% | +43.9% | -143.6% | -99.7% |
| 3Y | -100.0% | +89.6% | -189.6% | -100.0% |
| 5Y | -100.0% | +100.3% | -200.3% | -100.0% |
| All | -100.0% | +318.6% | -418.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling