-99.6%
DFNS vs RCL
+27.6%
-127.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.4% | -24.7% | -23.9% |
| 7D | -27.7% | +11.7% | -39.3% | -36.3% |
| 30D | -58.0% | +21.1% | -79.1% | -65.9% |
| 3M | -94.0% | +2.9% | -96.9% | -94.2% |
| 6M | -94.6% | +29.8% | -124.4% | -95.1% |
| YTD | -99.4% | +21.4% | -120.9% | -99.5% |
| 1Y | -99.6% | +32.0% | -131.7% | -99.7% |
| All | -99.6% | +27.6% | -127.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling