+9.1%
RSP vs DFNS
-96.4%
+105.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.8% | -12.9% | -0.1% |
| 7D | +0.7% | -37.0% | +37.7% | +0.9% |
| 30D | +3.7% | -63.4% | +67.1% | +3.9% |
| 3M | +0.7% | -94.1% | +94.7% | +1.3% |
| All | +9.1% | -96.4% | +105.5% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling