-99.9%
DFNS vs DE
+97.1%
-197.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.9% |
| 30D | -73.2% | +9.6% | -82.9% | -73.0% |
| 3M | -72.4% | +19.0% | -91.4% | -72.4% |
| 6M | -95.2% | +16.1% | -111.3% | -95.2% |
| YTD | -98.0% | +47.0% | -145.0% | -98.0% |
| 1Y | -98.3% | +43.1% | -141.4% | -98.2% |
| 3Y | -99.9% | +77.5% | -177.4% | -99.9% |
| All | -99.9% | +97.1% | -197.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling