+104.2%
RKT vs DFNS
-100.0%
+204.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.8% | +0.9% |
| 7D | +10.3% | -42.8% | +53.1% | +10.4% |
| 30D | +32.3% | -67.6% | +99.9% | +32.5% |
| 3M | +10.7% | -94.9% | +105.6% | +11.2% |
| 6M | -3.2% | -96.7% | +93.5% | -3.2% |
| YTD | -21.5% | -99.6% | +78.1% | -21.7% |
| 1Y | -6.0% | -99.7% | +93.7% | -6.2% |
| 3Y | +104.2% | -100.0% | +204.2% | +113.0% |
| All | +104.2% | -100.0% | +204.2% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling