-20.0%
RKT vs DFNS
-100.0%
+79.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.8% | -17.7% | -4.9% |
| 7D | +4.6% | -37.0% | +41.6% | +4.7% |
| 30D | +25.9% | -63.4% | +89.3% | +26.1% |
| 3M | +5.0% | -94.1% | +99.1% | +5.4% |
| 6M | -7.9% | -96.3% | +88.4% | -8.0% |
| YTD | -25.4% | -99.6% | +74.2% | -25.5% |
| 1Y | -15.4% | -99.7% | +84.3% | -15.6% |
| 3Y | +83.3% | -100.0% | +183.3% | +76.4% |
| 5Y | -0.8% | -100.0% | +99.2% | -2.1% |
| All | -20.0% | -100.0% | +79.9% | -19.8% |
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