+55.6%
RGTI vs DFNS
-99.9%
+155.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.6% |
| 7D | -0.1% | -3.3% | +3.2% | 0.0% |
| 30D | -16.2% | -73.1% | +56.9% | -12.5% |
| 3M | -22.0% | -71.4% | +49.3% | -27.5% |
| 6M | -10.8% | -93.8% | +83.1% | -12.4% |
| YTD | -31.6% | -98.0% | +66.5% | -30.1% |
| 1Y | -6.4% | -98.2% | +91.8% | -4.2% |
| 3Y | +665.7% | -99.9% | +765.5% | +473.0% |
| All | +55.6% | -99.9% | +155.5% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling