-99.9%
DFNS vs RDW
0.0%
-99.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.7% | +0.1% | -4.2% |
| 7D | +4.6% | +3.6% | +1.1% | +4.3% |
| 30D | -73.9% | -18.4% | -55.4% | -73.3% |
| 3M | -71.7% | -32.1% | -39.6% | -71.3% |
| 6M | -94.6% | +10.9% | -105.5% | -94.5% |
| YTD | -98.1% | +40.8% | -138.9% | -98.1% |
| 1Y | -98.3% | +31.1% | -129.4% | -98.3% |
| 3Y | -99.9% | +245.2% | -345.0% | -99.9% |
| 5Y | -99.9% | -16.7% | -83.1% | -99.9% |
| All | -99.9% | 0.0% | -99.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling