-99.9%
DFNS vs ROP
-1.5%
-98.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -1.1% |
| 7D | +0.8% | -5.4% | +6.2% | +0.1% |
| 30D | -73.2% | -1.6% | -71.6% | -73.2% |
| 3M | -72.4% | +18.8% | -91.3% | -70.8% |
| 6M | -95.2% | +8.2% | -103.4% | -95.1% |
| YTD | -98.0% | -10.5% | -87.5% | -98.2% |
| 1Y | -98.3% | -23.7% | -74.5% | -98.5% |
| 3Y | -99.9% | -17.9% | -82.0% | -99.9% |
| 5Y | -99.9% | -15.3% | -84.5% | -99.9% |
| All | -99.9% | -1.5% | -98.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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