-100.0%
DFNS vs DTE
+46.4%
-146.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.1% |
| 7D | -6.0% | +3.4% | -9.4% | -2.2% |
| 30D | -71.2% | +8.9% | -80.1% | -68.1% |
| 3M | -94.5% | +1.1% | -95.6% | -94.5% |
| 6M | -96.5% | +0.1% | -96.6% | -96.4% |
| YTD | -99.6% | +11.1% | -110.7% | -99.6% |
| 1Y | -99.7% | +4.9% | -104.6% | -99.7% |
| 3Y | -100.0% | +58.6% | -158.5% | -100.0% |
| All | -100.0% | +46.4% | -146.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling