-100.0%
DFNS vs DT
+4.2%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -6.0% | +3.1% | -9.1% | -6.6% |
| 30D | -71.2% | -29.5% | -41.7% | -69.3% |
| 3M | -94.5% | -11.7% | -82.8% | -94.4% |
| 6M | -96.5% | +29.0% | -125.5% | -96.6% |
| YTD | -99.6% | +3.4% | -103.0% | -99.6% |
| 1Y | -99.7% | -4.2% | -95.5% | -99.7% |
| 3Y | -100.0% | -12.8% | -87.1% | -100.0% |
| 5Y | -100.0% | -39.6% | -60.4% | -100.0% |
| All | -100.0% | +4.2% | -104.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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