-7.2%
RKT vs DFNS
-99.9%
+92.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +0.7% | -73.2% | +73.9% | +0.8% |
| 3M | +11.8% | -72.4% | +84.3% | +11.5% |
| 6M | -7.6% | -95.2% | +87.6% | -8.0% |
| YTD | -28.7% | -98.0% | +69.3% | -29.0% |
| 1Y | -32.6% | -98.3% | +65.7% | -32.9% |
| 3Y | +42.1% | -99.9% | +142.0% | +37.2% |
| 5Y | -7.2% | -99.9% | +92.7% | -11.7% |
| All | -7.2% | -99.9% | +92.7% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling