-100.0%
DFNS vs RSG
+99.6%
-199.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | +2.5% | -8.5% | -3.2% |
| 30D | -71.2% | +12.7% | -83.9% | -66.9% |
| 3M | -94.5% | +17.9% | -112.5% | -93.3% |
| 6M | -96.5% | +25.0% | -121.5% | -95.4% |
| YTD | -99.6% | +20.8% | -120.4% | -99.5% |
| 1Y | -99.7% | +24.3% | -124.0% | -99.6% |
| 3Y | -100.0% | +65.3% | -165.2% | -100.0% |
| All | -100.0% | +99.6% | -199.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling