-45.7%
RDDT vs DFNS
-99.6%
+53.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -18.3% | +24.3% | +6.9% |
| 7D | -24.4% | -27.7% | +3.3% | -23.1% |
| 30D | -32.3% | -58.0% | +25.7% | -29.4% |
| 3M | -36.3% | -94.0% | +57.7% | -27.4% |
| 6M | -39.7% | -94.6% | +54.8% | -27.3% |
| YTD | -55.7% | -99.4% | +43.8% | -28.4% |
| 1Y | -45.7% | -99.6% | +53.9% | -3.8% |
| All | -45.7% | -99.6% | +53.9% | -3.8% |
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