-99.9%
DFNS vs RIG
-27.8%
-72.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.1% |
| 7D | -16.0% | +0.9% | -16.9% | -15.7% |
| 30D | -77.7% | +13.8% | -91.5% | -77.2% |
| 3M | -77.2% | -6.4% | -70.8% | -76.6% |
| 6M | -95.2% | -8.2% | -87.0% | -95.0% |
| YTD | -98.0% | +41.6% | -139.6% | -97.8% |
| 1Y | -98.3% | +88.7% | -187.0% | -98.1% |
| All | -99.9% | -27.8% | -72.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling