-99.9%
DFNS vs ROL
-4.8%
-95.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.9% |
| 7D | -16.0% | -1.4% | -14.6% | -16.9% |
| 30D | -77.7% | -4.1% | -73.6% | -78.0% |
| 3M | -77.2% | -22.5% | -54.7% | -81.2% |
| 6M | -95.2% | -37.7% | -57.5% | -96.8% |
| YTD | -98.0% | -39.6% | -58.4% | -98.7% |
| 1Y | -98.3% | -36.0% | -62.2% | -98.8% |
| All | -99.9% | -4.8% | -95.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling