-22.2%
RKT vs DFNS
-99.9%
+77.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +2.1% | -16.0% | +18.1% | +2.1% |
| 30D | +1.4% | -77.7% | +79.1% | +1.6% |
| 3M | +6.3% | -77.2% | +83.5% | +5.9% |
| 6M | -15.5% | -95.2% | +79.7% | -15.8% |
| YTD | -27.4% | -98.0% | +70.6% | -27.7% |
| 1Y | -26.6% | -98.3% | +71.7% | -26.9% |
| 3Y | +41.2% | -99.9% | +141.1% | +36.0% |
| 5Y | -6.4% | -99.9% | +93.4% | -7.7% |
| All | -22.2% | -99.9% | +77.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling