-99.9%
DFNS vs DLR
+61.6%
-161.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | +1.6% | -17.6% | -15.8% |
| 30D | -77.7% | -3.4% | -74.3% | -77.9% |
| 3M | -77.2% | +0.5% | -77.7% | -77.7% |
| 6M | -95.2% | +4.6% | -99.7% | -95.2% |
| YTD | -98.0% | +23.4% | -121.4% | -97.9% |
| 1Y | -98.3% | +19.0% | -117.3% | -98.2% |
| 3Y | -99.9% | +56.5% | -156.4% | -99.9% |
| 5Y | -99.9% | +33.3% | -133.2% | -99.9% |
| All | -99.9% | +61.6% | -161.4% | -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 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