+123.2%
RSP vs DFNS
-99.9%
+223.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -1.5% | -73.2% | +71.7% | -1.6% |
| 3M | +4.8% | -72.4% | +77.2% | +4.9% |
| 6M | +10.3% | -95.2% | +105.5% | +10.2% |
| YTD | +14.1% | -98.0% | +112.0% | +13.8% |
| 1Y | +17.0% | -98.3% | +115.3% | +16.8% |
| 3Y | +54.2% | -99.9% | +154.1% | +53.9% |
| 5Y | +51.5% | -99.9% | +151.4% | +50.8% |
| All | +123.2% | -99.9% | +223.0% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling