-99.6%
DFNS vs RIG
+43.0%
-142.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.6% | -10.7% | -20.9% |
| 7D | -27.7% | -18.8% | -8.9% | -33.4% |
| 30D | -58.0% | -1.1% | -56.9% | -57.5% |
| 3M | -94.0% | +4.4% | -98.4% | -93.7% |
| 6M | -94.6% | -20.8% | -73.8% | -93.9% |
| YTD | -99.4% | +32.0% | -131.4% | -99.5% |
| 1Y | -99.6% | +39.7% | -139.4% | -99.7% |
| All | -99.6% | +43.0% | -142.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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