-99.9%
DFNS vs DLR
+35.6%
-135.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | +0.8% | +3.4% | -2.6% | +1.4% |
| 30D | -73.2% | -2.2% | -71.0% | -73.5% |
| 3M | -72.4% | +4.7% | -77.2% | -72.8% |
| 6M | -95.2% | +9.0% | -104.2% | -95.2% |
| YTD | -98.0% | +24.1% | -122.1% | -97.9% |
| 1Y | -98.3% | +20.9% | -119.2% | -98.2% |
| 3Y | -99.9% | +60.0% | -159.9% | -99.9% |
| 5Y | -99.9% | +35.3% | -135.1% | -99.9% |
| All | -99.9% | +35.6% | -135.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling