-10.2%
RGTI vs DFNS
-95.2%
+85.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.0% |
| 7D | +5.5% | +0.8% | +4.7% | +5.4% |
| 30D | -11.9% | -73.2% | +61.4% | -8.0% |
| 3M | -27.4% | -72.4% | +45.1% | -14.1% |
| All | -10.2% | -95.2% | +85.0% | +64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling