-98.2%
DFNS vs ROK
+24.9%
-123.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +2.8% |
| 7D | -3.3% | -1.6% | -1.7% | -1.6% |
| 30D | -73.1% | -5.4% | -67.7% | -70.9% |
| 3M | -71.4% | -4.0% | -67.4% | -69.4% |
| 6M | -93.8% | +13.3% | -107.2% | -94.5% |
| YTD | -98.0% | +9.3% | -107.4% | -98.2% |
| 1Y | -98.2% | +25.8% | -124.0% | -98.7% |
| All | -98.2% | +24.9% | -123.0% | -98.7% |
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