-99.7%
DFNS vs ROIV
+87.6%
-187.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.3% |
| 7D | -6.0% | +1.7% | -7.6% | -5.8% |
| 30D | -71.2% | +17.6% | -88.8% | -71.8% |
| 3M | -94.5% | +9.0% | -103.5% | -94.6% |
| 6M | -96.5% | +35.3% | -131.8% | -96.8% |
| YTD | -99.6% | +82.2% | -181.8% | -99.7% |
| 1Y | -99.7% | +92.3% | -192.0% | -99.8% |
| All | -99.7% | +87.6% | -187.3% | -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