-98.3%
DFNS vs RCL
-23.9%
-74.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -16.0% | -5.1% | -10.9% | -11.7% |
| 30D | -77.7% | -19.0% | -58.7% | -72.9% |
| 3M | -77.2% | -9.6% | -67.6% | -72.9% |
| 6M | -95.2% | -6.7% | -88.5% | -94.4% |
| YTD | -98.0% | -3.9% | -94.0% | -97.6% |
| 1Y | -98.3% | -25.1% | -73.2% | -98.0% |
| All | -98.3% | -23.9% | -74.4% | -98.0% |
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