-99.6%
DFNS vs RL
+34.3%
-134.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.5% | -22.8% | -22.0% |
| 7D | -27.7% | +5.8% | -33.4% | -31.9% |
| 30D | -58.0% | +12.7% | -70.7% | -62.7% |
| 3M | -94.0% | +9.3% | -103.3% | -94.5% |
| 6M | -94.6% | +16.9% | -111.5% | -95.1% |
| YTD | -99.4% | +17.5% | -116.9% | -99.5% |
| 1Y | -99.6% | +34.6% | -134.3% | -99.8% |
| All | -99.6% | +34.3% | -134.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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