-98.3%
DFNS vs RRX
+14.9%
-113.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -16.0% | +3.4% | -19.4% | -16.4% |
| 30D | -77.7% | -11.1% | -66.6% | -77.4% |
| 3M | -77.2% | -23.7% | -53.5% | -76.6% |
| 6M | -95.2% | -22.0% | -73.2% | -95.2% |
| YTD | -98.0% | +16.5% | -114.4% | -98.7% |
| 1Y | -98.3% | +11.5% | -109.8% | -98.8% |
| All | -98.3% | +14.9% | -113.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling