-95.2%
DFNS vs ROP
+14.8%
-110.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +6.9% |
| 7D | -16.0% | -4.4% | -11.6% | -8.7% |
| 30D | -77.7% | +3.2% | -80.9% | -79.6% |
| 3M | -77.2% | +23.1% | -100.2% | -82.0% |
| 6M | -95.2% | +13.3% | -108.5% | -95.4% |
| All | -95.2% | +14.8% | -110.0% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling