-100.0%
DFNS vs RCL
+247.7%
-347.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.4% | -13.6% | -12.3% |
| 7D | -44.0% | +6.5% | -50.5% | -44.3% |
| 30D | -69.1% | +15.9% | -85.0% | -69.5% |
| 3M | -95.6% | +2.7% | -98.3% | -95.6% |
| 6M | -96.2% | +15.2% | -111.4% | -96.2% |
| YTD | -99.6% | +19.2% | -118.8% | -99.6% |
| 1Y | -99.7% | +31.6% | -131.3% | -99.7% |
| 3Y | -100.0% | +274.2% | -374.2% | -100.0% |
| All | -100.0% | +247.7% | -347.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling