-95.4%
DFNS vs ROIV
+46.3%
-141.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.1% | +12.9% |
| 7D | -13.0% | +9.5% | -22.5% | -12.0% |
| 30D | -56.9% | +21.0% | -77.9% | -55.8% |
| 3M | -93.2% | +18.7% | -111.9% | -92.9% |
| 6M | -95.4% | +44.5% | -139.9% | -95.4% |
| All | -95.4% | +46.3% | -141.7% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling