-100.0%
DFNS vs RIG
+170.2%
-270.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.1% | -9.6% | -5.3% |
| 7D | -6.0% | +5.7% | -11.7% | -5.7% |
| 30D | -71.2% | -0.7% | -70.5% | -71.2% |
| 3M | -94.5% | -3.1% | -91.4% | -94.5% |
| 6M | -96.5% | -16.3% | -80.2% | -96.5% |
| YTD | -99.6% | +34.1% | -133.8% | -99.6% |
| 1Y | -99.7% | +38.2% | -137.8% | -99.7% |
| 3Y | -100.0% | -15.3% | -84.7% | -100.0% |
| 5Y | -100.0% | +62.5% | -162.4% | -100.0% |
| All | -100.0% | +170.2% | -270.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling