-99.7%
DFNS vs ROIV
+104.3%
-204.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.3% | +11.5% | +12.6% |
| 7D | -37.0% | +14.3% | -51.3% | -38.5% |
| 30D | -63.4% | +16.2% | -79.6% | -64.3% |
| 3M | -94.1% | +15.1% | -109.2% | -94.2% |
| 6M | -96.3% | +44.2% | -140.5% | -96.7% |
| YTD | -99.6% | +89.8% | -189.4% | -99.7% |
| 1Y | -99.7% | +94.6% | -194.3% | -99.8% |
| All | -99.7% | +104.3% | -204.0% | -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