+54.2%
RGTI vs DFNS
-99.9%
+154.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.8% |
| 7D | +0.5% | -6.3% | +6.8% | +0.7% |
| 30D | -17.1% | -74.0% | +56.9% | -13.4% |
| 3M | -26.0% | -70.1% | +44.2% | -31.2% |
| 6M | -9.9% | -93.9% | +84.1% | -11.4% |
| YTD | -31.1% | -98.1% | +67.0% | -29.5% |
| 1Y | -8.5% | -98.3% | +89.8% | -6.2% |
| 3Y | +652.2% | -99.9% | +752.1% | +464.4% |
| 5Y | +56.8% | -99.9% | +156.6% | +19.6% |
| All | +54.2% | -99.9% | +154.1% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling