-99.9%
DFNS vs RNG
-74.2%
-25.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.9% |
| 7D | -16.0% | +5.8% | -21.8% | -16.4% |
| 30D | -77.7% | +19.6% | -97.3% | -78.0% |
| 3M | -77.2% | +67.0% | -144.2% | -78.0% |
| 6M | -95.2% | +88.4% | -183.5% | -95.3% |
| YTD | -98.0% | +155.5% | -253.5% | -98.0% |
| 1Y | -98.3% | +141.7% | -239.9% | -98.3% |
| 3Y | -99.9% | +131.1% | -231.0% | -99.9% |
| 5Y | -99.9% | -70.6% | -29.3% | -99.9% |
| All | -99.9% | -74.2% | -25.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling