-99.9%
DFNS vs RIG
+52.4%
-152.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.9% |
| 7D | +0.8% | -2.7% | +3.5% | +0.6% |
| 30D | -73.2% | +9.5% | -82.7% | -73.0% |
| 3M | -72.4% | -6.6% | -65.8% | -72.1% |
| 6M | -95.2% | -2.9% | -92.4% | -95.1% |
| YTD | -98.0% | +39.5% | -137.5% | -97.9% |
| 1Y | -98.3% | +82.3% | -180.5% | -98.2% |
| 3Y | -99.9% | -29.6% | -70.3% | -99.9% |
| 5Y | -99.9% | +63.2% | -163.0% | -99.9% |
| All | -99.9% | +52.4% | -152.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling