-98.3%
DFNS vs DE
+45.1%
-143.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.6% |
| 7D | -6.3% | -2.6% | -3.8% | -6.5% |
| 30D | -74.0% | +9.0% | -83.0% | -74.0% |
| 3M | -70.1% | +19.1% | -89.3% | -72.4% |
| 6M | -93.9% | +14.4% | -108.3% | -94.3% |
| YTD | -98.1% | +45.9% | -144.0% | -98.6% |
| 1Y | -98.3% | +43.6% | -141.9% | -98.7% |
| All | -98.3% | +45.1% | -143.4% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling