-98.3%
DFNS vs RDW
+24.9%
-123.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | 0.0% |
| 7D | -16.0% | -3.1% | -12.9% | -14.7% |
| 30D | -77.7% | -1.8% | -75.9% | -77.5% |
| 3M | -77.2% | -50.9% | -26.3% | -72.2% |
| 6M | -95.2% | +13.5% | -108.7% | -95.5% |
| YTD | -98.0% | +38.6% | -136.5% | -98.3% |
| 1Y | -98.3% | +28.3% | -126.5% | -98.4% |
| All | -98.3% | +24.9% | -123.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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