-8.5%
RGTI vs DFNS
-98.2%
+89.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.9% |
| 7D | +0.5% | -6.3% | +6.8% | +0.9% |
| 30D | -17.1% | -74.0% | +56.9% | -10.6% |
| 3M | -26.0% | -70.1% | +44.2% | -18.9% |
| 6M | -9.9% | -93.9% | +84.1% | +57.6% |
| YTD | -31.1% | -98.1% | +67.0% | +72.7% |
| 1Y | -8.5% | -98.3% | +89.8% | +236.9% |
| All | -8.5% | -98.2% | +89.7% | +236.9% |
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