-99.9%
DFNS vs RDW
-9.1%
-90.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.3% |
| 7D | -6.3% | +0.9% | -7.2% | -6.4% |
| 30D | -74.0% | -21.3% | -52.7% | -73.3% |
| 3M | -70.1% | -37.9% | -32.3% | -69.5% |
| 6M | -93.9% | +12.3% | -106.2% | -93.9% |
| YTD | -98.1% | +39.7% | -137.8% | -98.1% |
| 1Y | -98.3% | +25.7% | -124.0% | -98.3% |
| 3Y | -99.9% | +230.8% | -330.7% | -99.9% |
| All | -99.9% | -9.1% | -90.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling