-99.9%
DFNS vs ROST
+96.8%
-196.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -73.2% | -10.0% | -63.2% | -71.4% |
| 3M | -72.4% | +1.2% | -73.7% | -71.4% |
| 6M | -95.2% | +8.9% | -104.2% | -95.1% |
| YTD | -98.0% | +28.1% | -126.0% | -98.0% |
| 1Y | -98.3% | +53.0% | -151.2% | -98.4% |
| All | -99.9% | +96.8% | -196.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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