-99.6%
DFNS vs RDW
+9.7%
-109.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.9% | -13.4% | -16.3% |
| 7D | -27.7% | -14.3% | -13.3% | -22.9% |
| 30D | -58.0% | -26.0% | -32.0% | -52.6% |
| 3M | -94.0% | -27.4% | -66.6% | -93.1% |
| 6M | -94.6% | -10.6% | -83.9% | -94.3% |
| YTD | -99.4% | +1.6% | -101.0% | -99.4% |
| 1Y | -99.6% | +11.1% | -110.7% | -99.7% |
| All | -99.6% | +9.7% | -109.3% | -99.7% |
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