-100.0%
DFNS vs RVTY
+44.0%
-144.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.3% | +12.7% |
| 7D | -13.0% | -0.7% | -12.2% | -12.9% |
| 30D | -56.9% | +1.7% | -58.6% | -56.8% |
| 3M | -93.2% | +36.8% | -130.0% | -93.3% |
| 6M | -95.4% | +60.1% | -155.5% | -95.4% |
| YTD | -99.5% | +64.0% | -163.5% | -99.5% |
| 1Y | -99.6% | +68.2% | -167.9% | -99.6% |
| 3Y | -100.0% | +88.8% | -188.7% | -100.0% |
| 5Y | -100.0% | -10.5% | -89.4% | -100.0% |
| All | -100.0% | +44.0% | -144.0% | -100.0% |
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