-98.2%
DFNS vs RNG
+120.2%
-218.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | -3.3% | -9.6% | +6.2% | +2.7% |
| 30D | -73.1% | +8.8% | -81.9% | -75.0% |
| 3M | -71.4% | +78.6% | -150.0% | -79.4% |
| 6M | -93.8% | +70.3% | -164.1% | -95.6% |
| YTD | -98.0% | +140.3% | -238.4% | -98.7% |
| 1Y | -98.2% | +126.6% | -224.8% | -98.7% |
| All | -98.2% | +120.2% | -218.4% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling