-96.0%
DFNS vs ROST
+6.5%
-102.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +11.3% |
| 7D | -37.0% | +3.2% | -40.1% | -41.1% |
| 30D | -63.4% | +7.4% | -70.8% | -69.0% |
| 3M | -94.1% | -6.1% | -88.0% | -93.1% |
| All | -96.0% | +6.5% | -102.4% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling