-100.0%
DFNS vs DE
+109.1%
-209.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.6% | +12.1% | +12.8% |
| 7D | -13.0% | +2.3% | -15.2% | -12.9% |
| 30D | -56.9% | +9.3% | -66.2% | -56.7% |
| 3M | -93.2% | +12.2% | -105.4% | -93.2% |
| 6M | -95.4% | +18.1% | -113.5% | -95.4% |
| YTD | -99.5% | +49.8% | -149.3% | -99.5% |
| 1Y | -99.6% | +46.4% | -146.0% | -99.6% |
| 3Y | -100.0% | +92.5% | -192.5% | -100.0% |
| 5Y | -100.0% | +107.4% | -207.4% | -100.0% |
| All | -100.0% | +109.1% | -209.1% | -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 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