+125.5%
RSP vs DFNS
-99.9%
+225.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.8% | -16.0% | +15.2% | -0.8% |
| 30D | -0.3% | -77.7% | +77.4% | -0.4% |
| 3M | +4.3% | -77.2% | +81.5% | +4.4% |
| 6M | +8.8% | -95.2% | +104.0% | +8.7% |
| YTD | +15.3% | -98.0% | +113.2% | +15.0% |
| 1Y | +18.3% | -98.3% | +116.5% | +18.1% |
| 3Y | +52.8% | -99.9% | +152.7% | +52.6% |
| 5Y | +51.7% | -99.9% | +151.6% | +50.9% |
| All | +125.5% | -99.9% | +225.4% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling