-99.9%
DFNS vs RRX
+17.0%
-116.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -5.2% |
| 7D | +4.6% | -0.7% | +5.4% | +4.4% |
| 30D | -73.9% | -8.0% | -65.9% | -74.5% |
| 3M | -71.7% | -25.1% | -46.7% | -73.2% |
| 6M | -94.6% | -18.3% | -76.3% | -94.7% |
| YTD | -98.1% | +14.2% | -112.2% | -98.0% |
| 1Y | -98.3% | +13.0% | -111.3% | -98.2% |
| 3Y | -99.9% | +4.2% | -104.1% | -99.9% |
| All | -99.9% | +17.0% | -116.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling