-98.3%
DFNS vs RIG
+79.6%
-177.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.8% |
| 7D | +4.6% | -8.2% | +12.8% | +2.9% |
| 30D | -73.9% | -0.2% | -73.7% | -73.9% |
| 3M | -71.7% | -2.7% | -69.0% | -70.1% |
| 6M | -94.6% | -7.5% | -87.1% | -94.3% |
| YTD | -98.1% | +38.3% | -136.3% | -98.3% |
| 1Y | -98.3% | +81.8% | -180.2% | -98.7% |
| All | -98.3% | +79.6% | -177.9% | -98.7% |
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