-99.9%
DFNS vs RNG
-75.8%
-24.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -6.3% | -6.1% | -0.3% | -5.9% |
| 30D | -74.0% | +9.6% | -83.6% | -74.2% |
| 3M | -70.1% | +83.3% | -153.5% | -70.9% |
| 6M | -93.9% | +77.9% | -171.9% | -94.1% |
| YTD | -98.1% | +139.9% | -238.0% | -98.1% |
| 1Y | -98.3% | +121.7% | -220.0% | -98.3% |
| 3Y | -99.9% | +121.9% | -221.8% | -99.9% |
| 5Y | -99.9% | -68.4% | -31.5% | -99.9% |
| All | -99.9% | -75.8% | -24.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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