-93.2%
DFNS vs RNG
+17.9%
-111.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +12.1% |
| 7D | -13.0% | -3.5% | -9.5% | -12.4% |
| 30D | -56.9% | -3.8% | -53.1% | -56.4% |
| 3M | -93.2% | +18.6% | -111.8% | -93.0% |
| All | -93.2% | +17.9% | -111.1% | -93.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling