-99.9%
DFNS vs DLTR
+37.6%
-137.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -16.0% | +2.5% | -18.5% | -16.4% |
| 30D | -77.7% | +2.1% | -79.8% | -78.0% |
| 3M | -77.2% | +20.3% | -97.5% | -77.6% |
| 6M | -95.2% | +11.5% | -106.7% | -95.3% |
| YTD | -98.0% | +6.8% | -104.8% | -98.0% |
| 1Y | -98.3% | +31.1% | -129.4% | -98.3% |
| 3Y | -99.9% | +10.7% | -110.6% | -99.9% |
| 5Y | -99.9% | +41.6% | -141.5% | -99.9% |
| All | -99.9% | +37.6% | -137.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling