-99.9%
DFNS vs ROST
+108.0%
-207.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.1% |
| 7D | +4.6% | -2.2% | +6.9% | +5.3% |
| 30D | -73.9% | -11.4% | -62.5% | -73.0% |
| 3M | -71.7% | -1.6% | -70.1% | -71.1% |
| 6M | -94.6% | +6.8% | -101.4% | -94.5% |
| YTD | -98.1% | +25.8% | -123.9% | -98.1% |
| 1Y | -98.3% | +52.4% | -150.7% | -98.3% |
| 3Y | -99.9% | +94.4% | -194.3% | -99.9% |
| 5Y | -99.9% | +108.2% | -208.1% | -99.9% |
| All | -99.9% | +108.0% | -207.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling