-99.6%
DFNS vs ROK
+25.3%
-124.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.6% | -17.8% | -17.8% |
| 7D | -27.7% | 0.0% | -27.7% | -27.8% |
| 30D | -58.0% | -2.5% | -55.5% | -57.2% |
| 3M | -94.0% | 0.0% | -94.0% | -93.9% |
| 6M | -94.6% | +11.6% | -106.2% | -95.0% |
| YTD | -99.4% | +15.2% | -114.6% | -99.5% |
| 1Y | -99.6% | +25.0% | -124.6% | -99.7% |
| All | -99.6% | +25.3% | -124.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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