-99.9%
DFNS vs DE
+330.0%
-429.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +10.0% | -26.0% | -15.5% |
| 30D | -77.7% | +13.3% | -91.0% | -77.5% |
| 3M | -77.2% | +17.5% | -94.7% | -77.1% |
| 6M | -95.2% | +13.6% | -108.8% | -95.2% |
| YTD | -98.0% | +49.8% | -147.8% | -98.0% |
| 1Y | -98.3% | +47.9% | -146.1% | -98.3% |
| 3Y | -99.9% | +72.5% | -172.4% | -99.9% |
| 5Y | -99.9% | +90.2% | -190.1% | -99.9% |
| All | -99.9% | +330.0% | -429.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling