-20.1%
RKT vs DFNS
-99.7%
+79.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.1% |
| 7D | -9.0% | -6.0% | -3.0% | -8.9% |
| 30D | +30.2% | -71.2% | +101.4% | +33.4% |
| 3M | -8.8% | -94.5% | +85.7% | -3.6% |
| 6M | -0.9% | -96.5% | +95.6% | +12.2% |
| YTD | -29.2% | -99.6% | +70.4% | -9.1% |
| 1Y | -20.1% | -99.7% | +79.6% | +4.6% |
| All | -20.1% | -99.7% | +79.6% | +4.6% |
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