-99.9%
DFNS vs DTE
+75.9%
-175.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | -0.1% |
| 7D | -16.0% | +0.2% | -16.2% | -15.9% |
| 30D | -77.7% | -2.6% | -75.1% | -78.3% |
| 3M | -77.2% | -3.9% | -73.3% | -77.4% |
| 6M | -95.2% | -7.9% | -87.3% | -95.4% |
| YTD | -98.0% | +7.2% | -105.1% | -97.8% |
| 1Y | -98.3% | +3.1% | -101.3% | -98.2% |
| 3Y | -99.9% | +47.6% | -147.5% | -99.8% |
| 5Y | -99.9% | +32.7% | -132.6% | -99.8% |
| All | -99.9% | +75.9% | -175.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling