+130.1%
RSP vs DFNS
-100.0%
+230.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | +0.8% |
| 7D | -0.3% | -13.0% | +12.7% | -0.3% |
| 30D | +4.4% | -56.9% | +61.3% | +4.4% |
| 3M | +1.3% | -93.2% | +94.5% | +1.1% |
| 6M | +10.0% | -95.4% | +105.4% | +10.0% |
| YTD | +17.6% | -99.5% | +117.1% | +17.3% |
| 1Y | +19.2% | -99.6% | +118.9% | +18.8% |
| 3Y | +66.0% | -100.0% | +166.0% | +65.6% |
| 5Y | +50.4% | -100.0% | +150.4% | +49.6% |
| All | +130.1% | -100.0% | +230.1% | +131.5% |
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