+190.3%
RDDT vs DFNS
-98.9%
+289.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -2.0% |
| 7D | -7.4% | +4.6% | -12.0% | -7.4% |
| 30D | -7.7% | -73.9% | +66.1% | -7.7% |
| 3M | -17.8% | -71.7% | +53.9% | -17.6% |
| 6M | +5.5% | -94.6% | +100.0% | +4.8% |
| YTD | -36.3% | -98.1% | +61.8% | -37.0% |
| 1Y | -39.0% | -98.3% | +59.3% | -39.7% |
| All | +190.3% | -98.9% | +289.2% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling