-99.9%
DFNS vs RCL
+422.4%
-522.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | -73.2% | -17.3% | -55.9% | -72.9% |
| 3M | -72.4% | -2.8% | -69.7% | -72.0% |
| 6M | -95.2% | -4.4% | -90.8% | -95.1% |
| YTD | -98.0% | -4.2% | -93.8% | -97.9% |
| 1Y | -98.3% | -23.4% | -74.9% | -98.3% |
| 3Y | -99.9% | +179.4% | -279.3% | -99.9% |
| 5Y | -99.9% | +238.8% | -338.6% | -99.9% |
| All | -99.9% | +422.4% | -522.3% | -99.8% |
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