-15.4%
RKT vs DFNS
-99.7%
+84.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.8% | -17.7% | -5.1% |
| 7D | +4.6% | -37.0% | +41.6% | +5.5% |
| 30D | +25.9% | -63.4% | +89.3% | +28.3% |
| 3M | +5.0% | -94.1% | +99.1% | +10.8% |
| 6M | -7.9% | -96.3% | +88.4% | +4.7% |
| YTD | -25.4% | -99.6% | +74.2% | -4.9% |
| 1Y | -15.4% | -99.7% | +84.3% | +14.1% |
| All | -15.4% | -99.7% | +84.3% | +14.1% |
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