-100.0%
DFNS vs DLR
+55.5%
-155.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -2.5% |
| 7D | -42.8% | +2.4% | -45.2% | -42.6% |
| 30D | -67.6% | +0.7% | -68.3% | -67.4% |
| 3M | -94.9% | -6.4% | -88.4% | -94.9% |
| 6M | -96.7% | -6.5% | -90.2% | -96.8% |
| YTD | -99.6% | +18.8% | -118.4% | -99.6% |
| 1Y | -99.7% | +9.0% | -108.8% | -99.7% |
| 3Y | -100.0% | +54.5% | -154.5% | -100.0% |
| 5Y | -100.0% | +35.8% | -135.8% | -100.0% |
| All | -100.0% | +55.5% | -155.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling