-100.0%
DFNS vs ROL
+32.4%
-132.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -4.8% |
| 7D | -6.0% | +3.0% | -9.0% | -5.2% |
| 30D | -71.2% | +19.8% | -91.0% | -69.7% |
| 3M | -94.5% | +7.9% | -102.4% | -94.4% |
| 6M | -96.5% | -25.6% | -70.9% | -96.9% |
| YTD | -99.6% | -34.1% | -65.5% | -99.7% |
| 1Y | -99.7% | -31.4% | -68.3% | -99.7% |
| 3Y | -100.0% | +4.7% | -104.7% | -100.0% |
| 5Y | -100.0% | +15.6% | -115.6% | -100.0% |
| All | -100.0% | +32.4% | -132.3% | -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