-99.9%
DFNS vs DT
-27.0%
-72.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -16.0% | -3.3% | -12.7% | -15.2% |
| 30D | -77.7% | +2.0% | -79.7% | -77.8% |
| 3M | -77.2% | +20.0% | -97.2% | -78.1% |
| 6M | -95.2% | +39.3% | -134.5% | -95.5% |
| YTD | -98.0% | +19.8% | -117.7% | -98.1% |
| 1Y | -98.3% | +4.3% | -102.5% | -98.4% |
| 3Y | -99.9% | +7.7% | -107.6% | -99.9% |
| All | -99.9% | -27.0% | -72.9% | -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 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