-99.9%
DFNS vs RVMD
+549.6%
-649.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +4.6% | -0.7% | +5.4% | +4.7% |
| 30D | -73.9% | +0.3% | -74.2% | -73.9% |
| 3M | -71.7% | +38.9% | -110.6% | -72.0% |
| 6M | -94.6% | +108.1% | -202.7% | -94.8% |
| YTD | -98.1% | +160.7% | -258.8% | -98.1% |
| 1Y | -98.3% | +407.3% | -505.6% | -98.3% |
| All | -99.9% | +549.6% | -649.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling