-99.7%
DFNS vs ROL
-32.4%
-67.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.3% |
| 7D | -42.8% | +7.5% | -50.3% | -43.6% |
| 30D | -67.6% | +21.1% | -88.7% | -68.7% |
| 3M | -94.9% | +3.1% | -98.0% | -94.9% |
| 6M | -96.7% | -27.4% | -69.3% | -96.7% |
| YTD | -99.6% | -34.7% | -64.9% | -99.6% |
| All | -99.7% | -32.4% | -67.3% | -99.7% |
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