-100.0%
DFNS vs RRC
+711.7%
-811.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -12.5% |
| 7D | -44.0% | -10.8% | -33.2% | -44.7% |
| 30D | -69.1% | +22.3% | -91.4% | -68.4% |
| 3M | -95.6% | +26.6% | -122.2% | -95.5% |
| 6M | -96.2% | +18.9% | -115.1% | -96.1% |
| YTD | -99.6% | +39.2% | -138.8% | -99.6% |
| 1Y | -99.7% | +34.0% | -133.7% | -99.7% |
| 3Y | -100.0% | +42.0% | -142.0% | -100.0% |
| 5Y | -100.0% | +111.9% | -211.8% | -100.0% |
| All | -100.0% | +711.7% | -811.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling