-100.0%
DFNS vs RCL
+569.6%
-669.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.1% |
| 7D | -42.8% | +5.0% | -47.8% | -43.0% |
| 30D | -67.6% | +19.4% | -86.9% | -67.9% |
| 3M | -94.9% | +5.9% | -100.8% | -94.9% |
| 6M | -96.7% | +23.8% | -120.5% | -96.7% |
| YTD | -99.6% | +22.8% | -122.4% | -99.6% |
| 1Y | -99.7% | +34.3% | -134.0% | -99.7% |
| 3Y | -100.0% | +276.4% | -376.4% | -100.0% |
| 5Y | -100.0% | +281.6% | -381.6% | -100.0% |
| All | -100.0% | +569.6% | -669.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling