-100.0%
DFNS vs DT
+2.3%
-102.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | -42.8% | -20.2% | -22.6% | -40.5% |
| 30D | -67.6% | -30.8% | -36.8% | -65.3% |
| 3M | -94.9% | -10.2% | -84.7% | -94.8% |
| 6M | -96.7% | +8.0% | -104.8% | -96.8% |
| YTD | -99.6% | +1.5% | -101.1% | -99.6% |
| 1Y | -99.7% | -6.9% | -92.9% | -99.7% |
| 3Y | -100.0% | -10.9% | -89.1% | -100.0% |
| 5Y | -100.0% | -42.2% | -57.8% | -100.0% |
| All | -100.0% | +2.3% | -102.2% | -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