-99.9%
DFNS vs ROL
+18.4%
-118.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -1.5% |
| 7D | +0.8% | -3.4% | +4.2% | -0.3% |
| 30D | -73.2% | -6.9% | -66.3% | -73.7% |
| 3M | -72.4% | -24.6% | -47.8% | -74.7% |
| 6M | -95.2% | -39.5% | -55.7% | -95.9% |
| YTD | -98.0% | -41.1% | -56.9% | -98.3% |
| 1Y | -98.3% | -37.9% | -60.3% | -98.5% |
| 3Y | -99.9% | +0.8% | -100.7% | -99.9% |
| 5Y | -99.9% | -4.7% | -95.2% | -99.9% |
| All | -99.9% | +18.4% | -118.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling