-100.0%
DFNS vs RNG
-74.0%
-26.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +12.5% |
| 7D | -13.0% | -3.5% | -9.5% | -12.6% |
| 30D | -56.9% | -3.8% | -53.1% | -56.7% |
| 3M | -93.2% | +18.6% | -111.8% | -93.3% |
| 6M | -95.4% | +69.2% | -164.6% | -95.6% |
| YTD | -99.5% | +161.9% | -261.4% | -99.5% |
| 1Y | -99.6% | +176.2% | -275.9% | -99.6% |
| 3Y | -100.0% | +174.5% | -274.5% | -100.0% |
| 5Y | -100.0% | -71.9% | -28.0% | -100.0% |
| All | -100.0% | -74.0% | -26.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling