-100.0%
DFNS vs RL
+226.8%
-326.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.9% | -12.2% |
| 7D | -44.0% | -4.2% | -39.9% | -43.9% |
| 30D | -69.1% | +4.3% | -73.4% | -69.1% |
| 3M | -95.6% | -4.6% | -91.0% | -95.6% |
| 6M | -96.2% | +1.7% | -97.9% | -96.2% |
| YTD | -99.6% | +7.3% | -106.9% | -99.6% |
| 1Y | -99.7% | +20.8% | -120.5% | -99.7% |
| 3Y | -100.0% | +247.0% | -346.9% | -100.0% |
| All | -100.0% | +226.8% | -326.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling