-99.9%
DFNS vs RVTY
+15.6%
-115.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -73.2% | +10.8% | -84.1% | -73.3% |
| 3M | -72.4% | +26.8% | -99.2% | -72.4% |
| 6M | -95.2% | +39.3% | -134.5% | -95.2% |
| YTD | -98.0% | +31.6% | -129.6% | -98.0% |
| 1Y | -98.3% | +47.7% | -146.0% | -98.2% |
| 3Y | -99.9% | +19.9% | -119.8% | -99.9% |
| 5Y | -99.9% | -32.3% | -67.5% | -99.9% |
| All | -99.9% | +15.6% | -115.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling