-98.3%
DFNS vs RVMD
+430.6%
-528.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -16.0% | +1.0% | -17.0% | -16.1% |
| 30D | -77.7% | +6.4% | -84.1% | -77.9% |
| 3M | -77.2% | +34.9% | -112.1% | -78.4% |
| 6M | -95.2% | +107.6% | -202.7% | -96.1% |
| YTD | -98.0% | +163.7% | -261.6% | -98.3% |
| 1Y | -98.3% | +439.2% | -537.5% | -98.5% |
| All | -98.3% | +430.6% | -528.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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