-100.0%
DFNS vs RCL
+254.2%
-354.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.9% | -15.4% | -18.7% |
| 7D | -12.7% | -0.2% | -12.4% | -12.5% |
| 30D | -65.2% | +14.4% | -79.6% | -66.0% |
| 3M | -94.6% | +5.2% | -99.7% | -94.6% |
| 6M | -96.2% | +26.1% | -122.4% | -96.2% |
| YTD | -99.6% | +17.4% | -117.0% | -99.6% |
| 1Y | -99.7% | +24.7% | -124.4% | -99.7% |
| All | -100.0% | +254.2% | -354.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling