-99.9%
DFNS vs RVMD
+560.0%
-659.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | -3.3% | -3.6% | +0.2% | -3.3% |
| 30D | -73.1% | -1.1% | -72.0% | -73.1% |
| 3M | -71.4% | +41.0% | -112.4% | -71.6% |
| 6M | -93.8% | +105.7% | -199.5% | -94.0% |
| YTD | -98.0% | +155.3% | -253.4% | -98.1% |
| 1Y | -98.2% | +402.7% | -500.9% | -98.2% |
| 3Y | -99.9% | +533.1% | -633.0% | -99.9% |
| 5Y | -99.9% | +583.5% | -683.4% | -99.9% |
| All | -99.9% | +560.0% | -659.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling