-98.3%
DFNS vs ROK
+29.3%
-127.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.8% |
| 7D | -16.0% | +0.7% | -16.7% | -16.5% |
| 30D | -77.7% | -3.3% | -74.4% | -76.5% |
| 3M | -77.2% | -5.9% | -71.3% | -75.4% |
| 6M | -95.2% | +13.9% | -109.0% | -95.7% |
| YTD | -98.0% | +12.6% | -110.5% | -98.2% |
| 1Y | -98.3% | +28.6% | -126.9% | -98.8% |
| All | -98.3% | +29.3% | -127.6% | -98.8% |
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