-100.0%
DFNS vs ROL
+13.1%
-113.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.1% | -13.0% |
| 7D | -44.0% | +9.5% | -53.5% | -42.0% |
| 30D | -69.1% | +22.9% | -92.1% | -66.6% |
| 3M | -95.6% | +3.5% | -99.2% | -95.5% |
| 6M | -96.2% | -29.4% | -66.8% | -96.7% |
| YTD | -99.6% | -36.1% | -63.5% | -99.7% |
| 1Y | -99.7% | -34.4% | -65.4% | -99.8% |
| 3Y | -100.0% | +4.0% | -104.0% | -100.0% |
| All | -100.0% | +13.1% | -113.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling