-99.6%
DFNS vs ROL
-34.1%
-65.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.8% | -21.1% | -18.8% |
| 7D | -27.7% | +14.6% | -42.2% | -30.1% |
| 30D | -58.0% | +29.3% | -87.2% | -60.4% |
| 3M | -94.0% | +2.0% | -96.0% | -94.0% |
| 6M | -94.6% | -28.5% | -66.0% | -94.3% |
| YTD | -99.4% | -35.3% | -64.1% | -99.4% |
| 1Y | -99.6% | -34.7% | -65.0% | -99.6% |
| All | -99.6% | -34.1% | -65.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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