-98.3%
DFNS vs RSG
-3.6%
-94.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | -1.5% |
| 7D | -16.0% | +0.3% | -16.3% | -15.5% |
| 30D | -77.7% | +7.6% | -85.3% | -73.8% |
| 3M | -77.2% | +7.4% | -84.6% | -73.8% |
| 6M | -95.2% | -3.3% | -91.9% | -94.5% |
| YTD | -98.0% | +6.0% | -104.0% | -97.5% |
| 1Y | -98.3% | -3.7% | -94.6% | -98.2% |
| All | -98.3% | -3.6% | -94.7% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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