-100.0%
DFNS vs RL
+243.2%
-343.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.8% | -18.5% | -19.3% |
| 7D | -12.7% | +2.4% | -15.0% | -12.7% |
| 30D | -65.2% | +4.6% | -69.8% | -65.2% |
| 3M | -94.6% | -1.1% | -93.5% | -94.6% |
| 6M | -96.2% | +16.5% | -112.8% | -96.2% |
| YTD | -99.6% | +11.4% | -111.0% | -99.6% |
| 1Y | -99.7% | +16.1% | -115.8% | -99.7% |
| 3Y | -100.0% | +252.6% | -352.6% | -100.0% |
| 5Y | -100.0% | +244.9% | -344.8% | -100.0% |
| All | -100.0% | +243.2% | -343.1% | -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 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