-100.0%
DFNS vs RVTY
-7.4%
-92.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.8% | -15.1% | -12.4% |
| 7D | -44.0% | -1.2% | -42.8% | -43.9% |
| 30D | -69.1% | +1.0% | -70.2% | -69.1% |
| 3M | -95.6% | +35.8% | -131.5% | -95.7% |
| 6M | -96.2% | +56.7% | -152.9% | -96.2% |
| YTD | -99.6% | +60.7% | -160.3% | -99.6% |
| 1Y | -99.7% | +73.7% | -173.4% | -99.7% |
| 3Y | -100.0% | +82.8% | -182.7% | -100.0% |
| All | -100.0% | -7.4% | -92.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling