-96.2%
DFNS vs DE
+15.4%
-111.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.9% | -17.5% | -20.7% |
| 7D | -12.7% | +2.3% | -15.0% | -11.0% |
| 30D | -65.2% | +4.4% | -69.6% | -64.0% |
| 3M | -94.6% | +9.8% | -104.4% | -93.9% |
| 6M | -96.2% | +15.8% | -112.0% | -95.9% |
| All | -96.2% | +15.4% | -111.6% | -95.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling