-99.6%
DFNS vs RVTY
+74.0%
-173.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.5% | -15.9% | -15.9% |
| 7D | -27.7% | -3.6% | -24.1% | -25.0% |
| 30D | -58.0% | +1.4% | -59.3% | -58.7% |
| 3M | -94.0% | +43.2% | -137.2% | -96.2% |
| 6M | -94.6% | +84.5% | -179.1% | -97.1% |
| YTD | -99.4% | +65.2% | -164.6% | -99.7% |
| 1Y | -99.6% | +74.3% | -174.0% | -99.8% |
| All | -99.6% | +74.0% | -173.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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