-100.0%
DFNS vs RL
+526.1%
-626.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.1% |
| 7D | -42.8% | +0.2% | -43.1% | -42.8% |
| 30D | -67.6% | +7.3% | -74.9% | -67.6% |
| 3M | -94.9% | +1.0% | -95.9% | -94.9% |
| 6M | -96.7% | +11.8% | -108.5% | -96.7% |
| YTD | -99.6% | +13.6% | -113.2% | -99.6% |
| 1Y | -99.7% | +24.0% | -123.8% | -99.7% |
| 3Y | -100.0% | +256.6% | -356.6% | -100.0% |
| 5Y | -100.0% | +240.2% | -340.2% | -100.0% |
| All | -100.0% | +526.1% | -626.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling