-95.6%
DFNS vs RL
+0.7%
-96.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.9% | -11.3% |
| 7D | -44.0% | -4.2% | -39.9% | -41.0% |
| 30D | -69.1% | +4.3% | -73.4% | -69.5% |
| 3M | -95.6% | -4.6% | -91.0% | -96.1% |
| All | -95.6% | +0.7% | -96.3% | -96.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling