-99.9%
DFNS vs RSG
+184.7%
-284.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -1.9% |
| 7D | -6.3% | 0.0% | -6.4% | -6.3% |
| 30D | -74.0% | +4.0% | -77.9% | -72.7% |
| 3M | -70.1% | +7.4% | -77.5% | -67.1% |
| 6M | -93.9% | +0.1% | -94.0% | -93.5% |
| YTD | -98.1% | +6.0% | -104.1% | -97.9% |
| 1Y | -98.3% | -3.0% | -95.3% | -98.2% |
| 3Y | -99.9% | +56.5% | -156.4% | -99.9% |
| 5Y | -99.9% | +90.9% | -190.8% | -99.8% |
| All | -99.9% | +184.7% | -284.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling