-98.2%
DFNS vs DLR
+14.5%
-112.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +3.2% |
| 7D | -3.3% | -1.3% | -2.1% | -2.3% |
| 30D | -73.1% | -2.9% | -70.2% | -72.0% |
| 3M | -71.4% | +3.2% | -74.6% | -72.7% |
| 6M | -93.8% | +3.9% | -97.7% | -94.0% |
| YTD | -98.0% | +21.4% | -119.5% | -98.4% |
| 1Y | -98.2% | +9.7% | -107.8% | -98.1% |
| All | -98.2% | +14.5% | -112.7% | -98.1% |
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