-100.0%
DFNS vs ROK
+61.1%
-161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.0% | +10.8% | +12.3% |
| 7D | -37.0% | -11.0% | -25.9% | -34.9% |
| 30D | -63.4% | -8.2% | -55.2% | -62.4% |
| 3M | -94.1% | -8.5% | -85.6% | -93.9% |
| 6M | -96.3% | -12.0% | -84.4% | -96.2% |
| YTD | -99.6% | +3.1% | -102.6% | -99.5% |
| 1Y | -99.7% | +2.9% | -102.6% | -99.7% |
| All | -100.0% | +61.1% | -161.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling