-100.0%
DFNS vs ROL
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -2.4% |
| 7D | -42.8% | +7.5% | -50.3% | -41.6% |
| 30D | -67.6% | +21.1% | -88.7% | -65.7% |
| 3M | -94.9% | +3.1% | -98.0% | -94.8% |
| 6M | -96.7% | -27.4% | -69.3% | -97.1% |
| YTD | -99.6% | -34.7% | -64.9% | -99.7% |
| 1Y | -99.7% | -32.9% | -66.8% | -99.8% |
| 3Y | -100.0% | +6.1% | -106.1% | -100.0% |
| 5Y | -100.0% | +16.3% | -116.3% | -100.0% |
| All | -100.0% | +31.2% | -131.2% | -100.0% |
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