-100.0%
DFNS vs RRC
+713.8%
-813.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -42.8% | -10.3% | -32.5% | -43.5% |
| 30D | -67.6% | +19.5% | -87.0% | -66.8% |
| 3M | -94.9% | +27.9% | -122.8% | -94.7% |
| 6M | -96.7% | +21.2% | -117.9% | -96.6% |
| YTD | -99.6% | +39.6% | -139.2% | -99.6% |
| 1Y | -99.7% | +31.3% | -131.0% | -99.7% |
| 3Y | -100.0% | +51.9% | -151.9% | -100.0% |
| 5Y | -100.0% | +110.2% | -210.1% | -100.0% |
| All | -100.0% | +713.8% | -813.8% | -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