-99.6%
DFNS vs DLTR
+45.2%
-144.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +9.6% | -28.0% | -27.2% |
| 7D | -27.7% | +15.6% | -43.2% | -39.8% |
| 30D | -58.0% | +29.9% | -87.8% | -68.9% |
| 3M | -94.0% | +12.5% | -106.4% | -95.2% |
| 6M | -94.6% | +56.3% | -150.9% | -96.4% |
| YTD | -99.4% | +19.5% | -118.9% | -99.6% |
| 1Y | -99.6% | +44.0% | -143.7% | -99.8% |
| All | -99.6% | +45.2% | -144.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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