-100.0%
DFNS vs ROP
+19.0%
-118.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -12.6% |
| 7D | -44.0% | +2.1% | -46.2% | -43.8% |
| 30D | -69.1% | +32.9% | -102.0% | -68.1% |
| 3M | -95.6% | +20.3% | -116.0% | -95.5% |
| 6M | -96.2% | +36.8% | -132.9% | -95.9% |
| YTD | -99.6% | +8.1% | -107.7% | -99.6% |
| 1Y | -99.7% | +8.3% | -108.0% | -99.8% |
| 3Y | -100.0% | -3.2% | -96.7% | -100.0% |
| 5Y | -100.0% | +1.7% | -101.7% | -100.0% |
| All | -100.0% | +19.0% | -118.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling