-98.3%
DFNS vs RVMD
+375.0%
-473.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -6.3% | -3.0% | -3.4% | -6.1% |
| 30D | -74.0% | -0.7% | -73.2% | -74.0% |
| 3M | -70.1% | +36.5% | -106.7% | -71.8% |
| 6M | -93.9% | +104.6% | -198.5% | -95.0% |
| YTD | -98.1% | +155.8% | -253.9% | -98.3% |
| 1Y | -98.3% | +340.7% | -439.0% | -98.1% |
| All | -98.3% | +375.0% | -473.3% | -98.1% |
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