-99.7%
DFNS vs RVTY
+76.6%
-176.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -6.5% |
| 7D | -42.8% | +6.0% | -48.8% | -45.5% |
| 30D | -67.6% | +4.3% | -71.8% | -68.8% |
| 3M | -94.9% | +40.2% | -135.1% | -96.6% |
| 6M | -96.7% | +59.3% | -156.0% | -98.0% |
| YTD | -99.6% | +66.5% | -166.1% | -99.8% |
| All | -99.7% | +76.6% | -176.3% | -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 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