-99.9%
DFNS vs DTE
+47.2%
-147.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -6.5% |
| 7D | +4.6% | 0.0% | +4.6% | +4.4% |
| 30D | -73.9% | -0.5% | -73.4% | -74.3% |
| 3M | -71.7% | -6.0% | -65.7% | -73.7% |
| 6M | -94.6% | -7.2% | -87.4% | -95.1% |
| YTD | -98.1% | +7.2% | -105.2% | -97.7% |
| 1Y | -98.3% | +4.1% | -102.4% | -98.1% |
| All | -99.9% | +47.2% | -147.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling