-33.5%
RDDT vs DFNS
-98.3%
+64.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +1.0% | -16.0% | +17.0% | +1.7% |
| 30D | -0.5% | -77.7% | +77.2% | +6.1% |
| 3M | -16.0% | -77.2% | +61.2% | -12.7% |
| 6M | +4.9% | -95.2% | +100.0% | +20.8% |
| YTD | -32.8% | -98.0% | +65.2% | -18.2% |
| 1Y | -33.5% | -98.3% | +64.8% | -12.1% |
| All | -33.5% | -98.3% | +64.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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