-100.0%
DFNS vs RIG
+155.6%
-255.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.7% | -15.0% | -12.1% |
| 7D | -44.0% | -24.5% | -19.5% | -45.0% |
| 30D | -69.1% | -2.8% | -66.3% | -69.1% |
| 3M | -95.6% | +1.6% | -97.2% | -95.6% |
| 6M | -96.2% | -15.9% | -80.3% | -96.2% |
| YTD | -99.6% | +26.9% | -126.5% | -99.6% |
| 1Y | -99.7% | +34.4% | -134.1% | -99.7% |
| 3Y | -100.0% | -21.2% | -78.8% | -100.0% |
| 5Y | -100.0% | +46.4% | -146.3% | -100.0% |
| All | -100.0% | +155.6% | -255.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling