-99.9%
DFNS vs DT
+17.7%
-117.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.7% |
| 7D | +4.6% | -0.5% | +5.2% | +4.8% |
| 30D | -73.9% | +0.1% | -73.9% | -73.8% |
| 3M | -71.7% | +24.1% | -95.8% | -72.6% |
| 6M | -94.6% | +30.1% | -124.7% | -94.8% |
| YTD | -98.1% | +16.8% | -114.8% | -98.2% |
| 1Y | -98.3% | -0.1% | -98.2% | -98.4% |
| 3Y | -99.9% | +6.8% | -106.7% | -99.9% |
| 5Y | -99.9% | -28.4% | -71.5% | -99.9% |
| All | -99.9% | +17.7% | -117.5% | -99.9% |
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