-99.7%
DFNS vs DLR
+13.8%
-113.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.5% |
| 7D | -6.0% | +3.3% | -9.3% | -7.8% |
| 30D | -71.2% | +4.6% | -75.8% | -71.8% |
| 3M | -94.5% | -8.3% | -86.3% | -94.2% |
| 6M | -96.5% | -5.6% | -90.9% | -96.6% |
| YTD | -99.6% | +18.7% | -118.3% | -99.6% |
| 1Y | -99.7% | +17.1% | -116.8% | -99.7% |
| All | -99.7% | +13.8% | -113.5% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling