-99.9%
DFNS vs DTE
+73.7%
-173.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +0.3% |
| 7D | -3.3% | -2.0% | -1.3% | -5.2% |
| 30D | -73.1% | -2.4% | -70.7% | -73.7% |
| 3M | -71.4% | -7.3% | -64.1% | -72.5% |
| 6M | -93.8% | -7.6% | -86.2% | -94.1% |
| YTD | -98.0% | +5.8% | -103.9% | -97.9% |
| 1Y | -98.2% | +2.3% | -100.5% | -98.1% |
| 3Y | -99.9% | +45.0% | -144.9% | -99.9% |
| 5Y | -99.9% | +33.2% | -133.1% | -99.8% |
| All | -99.9% | +73.7% | -173.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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