-100.0%
DFNS vs DLR
+50.4%
-150.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -12.0% | -12.3% |
| 7D | -44.0% | -3.6% | -40.4% | -44.3% |
| 30D | -69.1% | -3.5% | -65.7% | -69.2% |
| 3M | -95.6% | -8.9% | -86.7% | -95.7% |
| 6M | -96.2% | -11.6% | -84.6% | -96.3% |
| YTD | -99.6% | +14.9% | -114.5% | -99.6% |
| 1Y | -99.7% | +6.4% | -106.2% | -99.7% |
| 3Y | -100.0% | +47.3% | -147.2% | -100.0% |
| 5Y | -100.0% | +32.8% | -132.8% | -100.0% |
| All | -100.0% | +50.4% | -150.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling