-99.7%
DFNS vs ROIV
+93.5%
-193.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.2% | -18.4% | -13.3% |
| 7D | -44.0% | +5.3% | -49.3% | -44.5% |
| 30D | -69.1% | +11.9% | -81.0% | -69.7% |
| 3M | -95.6% | +10.7% | -106.3% | -95.7% |
| 6M | -96.2% | +34.9% | -131.1% | -96.5% |
| YTD | -99.6% | +79.2% | -178.8% | -99.7% |
| 1Y | -99.7% | +89.0% | -188.8% | -99.8% |
| All | -99.7% | +93.5% | -193.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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