-99.9%
DFNS vs RRC
+593.7%
-693.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.7% |
| 7D | +4.6% | -1.7% | +6.4% | +4.5% |
| 30D | -73.9% | +3.6% | -77.5% | -73.8% |
| 3M | -71.7% | +8.8% | -80.6% | -71.4% |
| 6M | -94.6% | +0.8% | -95.4% | -94.6% |
| YTD | -98.1% | +19.0% | -117.0% | -98.0% |
| 1Y | -98.3% | +22.9% | -121.2% | -98.3% |
| 3Y | -99.9% | +32.3% | -132.2% | -99.9% |
| 5Y | -99.9% | +151.6% | -251.4% | -99.9% |
| All | -99.9% | +593.7% | -693.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling