+53.9%
RGTI vs DFNS
-99.9%
+153.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.4% |
| 7D | +2.5% | +4.6% | -2.2% | +2.3% |
| 30D | -13.7% | -73.9% | +60.2% | -9.8% |
| 3M | -22.6% | -71.7% | +49.1% | -28.0% |
| 6M | -13.4% | -94.6% | +81.2% | -14.6% |
| YTD | -31.2% | -98.1% | +66.9% | -29.7% |
| 1Y | -7.6% | -98.3% | +90.7% | -5.3% |
| 3Y | +669.7% | -99.9% | +769.6% | +476.1% |
| 5Y | +57.0% | -99.9% | +156.9% | +19.7% |
| All | +53.9% | -99.9% | +153.8% | +17.5% |
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