-99.9%
DFNS vs RRX
+98.4%
-198.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -1.8% |
| 7D | -6.3% | -0.3% | -6.0% | -6.4% |
| 30D | -74.0% | -6.1% | -67.8% | -74.4% |
| 3M | -70.1% | -23.1% | -47.1% | -71.5% |
| 6M | -93.9% | -19.5% | -74.4% | -94.1% |
| YTD | -98.1% | +16.1% | -114.2% | -98.0% |
| 1Y | -98.3% | +12.9% | -111.2% | -98.2% |
| 3Y | -99.9% | +7.9% | -107.8% | -99.9% |
| 5Y | -99.9% | +19.1% | -119.0% | -99.9% |
| All | -99.9% | +98.4% | -198.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling