+18.0%
RSP vs DFNS
-99.8%
+117.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.2% | +11.8% | -0.3% |
| 7D | -1.0% | -44.0% | +43.0% | -0.8% |
| 30D | +2.6% | -69.1% | +71.7% | +3.1% |
| 3M | -0.8% | -95.6% | +94.8% | +0.5% |
| 6M | +6.3% | -96.2% | +102.4% | +9.9% |
| YTD | +14.1% | -99.6% | +113.7% | +25.0% |
| 1Y | +18.0% | -99.7% | +117.8% | +30.4% |
| All | +18.0% | -99.8% | +117.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling