-99.9%
DFNS vs ROST
+183.6%
-283.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -16.0% | +0.9% | -16.9% | -16.2% |
| 30D | -77.7% | -8.9% | -68.8% | -77.3% |
| 3M | -77.2% | -0.8% | -76.4% | -76.9% |
| 6M | -95.2% | +8.5% | -103.7% | -95.1% |
| YTD | -98.0% | +28.6% | -126.6% | -98.0% |
| 1Y | -98.3% | +52.3% | -150.6% | -98.3% |
| 3Y | -99.9% | +94.8% | -194.7% | -99.9% |
| 5Y | -99.9% | +110.8% | -210.6% | -99.9% |
| All | -99.9% | +183.6% | -283.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling