-99.9%
DFNS vs DTE
+31.9%
-131.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -5.7% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | -73.9% | -0.5% | -73.4% | -74.1% |
| 3M | -71.7% | -6.0% | -65.7% | -72.7% |
| 6M | -94.6% | -7.2% | -87.4% | -94.8% |
| YTD | -98.1% | +7.2% | -105.2% | -97.9% |
| 1Y | -98.3% | +4.1% | -102.4% | -98.2% |
| 3Y | -99.9% | +46.9% | -146.7% | -99.9% |
| 5Y | -99.9% | +32.9% | -132.8% | -99.8% |
| All | -99.9% | +31.9% | -131.8% | -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 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