-100.0%
DFNS vs DT
-43.6%
-56.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -12.1% |
| 7D | -44.0% | -24.7% | -19.3% | -40.1% |
| 30D | -69.1% | -27.4% | -41.8% | -66.7% |
| 3M | -95.6% | -11.1% | -84.5% | -95.5% |
| 6M | -96.2% | +13.7% | -109.9% | -96.3% |
| YTD | -99.6% | +0.2% | -99.8% | -99.6% |
| 1Y | -99.7% | -5.7% | -94.1% | -99.7% |
| 3Y | -100.0% | -8.1% | -91.9% | -100.0% |
| All | -100.0% | -43.6% | -56.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling