-99.9%
DFNS vs RRC
+31.1%
-131.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.2% |
| 7D | -16.0% | +1.3% | -17.3% | -15.4% |
| 30D | -77.7% | +10.1% | -87.8% | -76.7% |
| 3M | -77.2% | +4.0% | -81.2% | -76.6% |
| 6M | -95.2% | +1.6% | -96.8% | -95.1% |
| YTD | -98.0% | +19.7% | -117.7% | -97.7% |
| 1Y | -98.3% | +21.4% | -119.7% | -98.0% |
| All | -99.9% | +31.1% | -131.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling