-99.9%
DFNS vs RSG
+89.5%
-189.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +0.9% |
| 7D | -3.3% | -1.8% | -1.5% | -5.2% |
| 30D | -73.1% | +2.8% | -75.9% | -71.8% |
| 3M | -71.4% | +4.3% | -75.7% | -68.7% |
| 6M | -93.8% | -0.5% | -93.3% | -93.5% |
| YTD | -98.0% | +5.2% | -103.3% | -97.8% |
| 1Y | -98.2% | -2.1% | -96.0% | -98.1% |
| 3Y | -99.9% | +56.5% | -156.4% | -99.8% |
| 5Y | -99.9% | +89.5% | -189.4% | -99.8% |
| All | -99.9% | +89.5% | -189.4% | -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 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