-100.0%
DFNS vs DLTR
+44.6%
-144.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.1% |
| 7D | -6.0% | +5.3% | -11.3% | -6.7% |
| 30D | -71.2% | +13.4% | -84.6% | -71.8% |
| 3M | -94.5% | +6.6% | -101.1% | -94.6% |
| 6M | -96.5% | +59.1% | -155.6% | -96.7% |
| YTD | -99.6% | +12.3% | -111.9% | -99.6% |
| 1Y | -99.7% | +33.9% | -133.6% | -99.7% |
| 3Y | -100.0% | +23.0% | -123.0% | -100.0% |
| 5Y | -100.0% | +22.1% | -122.1% | -100.0% |
| All | -100.0% | +44.6% | -144.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling