-98.3%
DFNS vs RDW
+29.5%
-127.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.6% |
| 7D | -6.3% | +0.9% | -7.2% | -6.8% |
| 30D | -74.0% | -21.3% | -52.7% | -70.8% |
| 3M | -70.1% | -37.9% | -32.3% | -66.1% |
| 6M | -93.9% | +12.3% | -106.2% | -94.3% |
| YTD | -98.1% | +39.7% | -137.8% | -98.4% |
| 1Y | -98.3% | +25.7% | -124.0% | -98.5% |
| All | -98.3% | +29.5% | -127.8% | -98.5% |
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