-99.7%
DFNS vs DLR
+9.4%
-109.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -4.9% |
| 7D | -42.8% | +2.4% | -45.2% | -43.2% |
| 30D | -67.6% | +0.7% | -68.3% | -67.7% |
| 3M | -94.9% | -6.4% | -88.4% | -94.6% |
| 6M | -96.7% | -6.5% | -90.2% | -96.8% |
| YTD | -99.6% | +18.8% | -118.4% | -99.6% |
| All | -99.7% | +9.4% | -109.1% | -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