+45.4%
RSP vs DFNS
-100.0%
+145.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.2% | +11.8% | -0.4% |
| 7D | -1.0% | -44.0% | +43.0% | -1.1% |
| 30D | +2.6% | -69.1% | +71.7% | +2.5% |
| 3M | -0.8% | -95.6% | +94.8% | -1.0% |
| 6M | +6.3% | -96.2% | +102.4% | +6.2% |
| YTD | +14.1% | -99.6% | +113.7% | +13.8% |
| 1Y | +18.0% | -99.7% | +117.8% | +17.6% |
| 3Y | +61.0% | -100.0% | +161.0% | +59.7% |
| All | +45.4% | -100.0% | +145.3% | +56.1% |
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