-99.9%
DFNS vs ROK
+108.8%
-208.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | +4.6% | +0.2% | +4.5% | +4.6% |
| 30D | -73.9% | -1.8% | -72.1% | -73.8% |
| 3M | -71.7% | -7.2% | -64.5% | -71.4% |
| 6M | -94.6% | +14.2% | -108.7% | -94.5% |
| YTD | -98.1% | +10.6% | -108.6% | -98.0% |
| 1Y | -98.3% | +25.9% | -124.2% | -98.3% |
| 3Y | -99.9% | +50.8% | -150.7% | -99.9% |
| 5Y | -99.9% | +47.0% | -146.9% | -99.9% |
| All | -99.9% | +108.8% | -208.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling