+254.9%
RTX vs DFNS
-100.0%
+354.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.6% |
| 7D | -3.2% | -42.8% | +39.6% | -3.2% |
| 30D | +5.6% | -67.6% | +73.1% | +5.5% |
| 3M | -11.7% | -94.9% | +83.2% | -11.9% |
| 6M | +12.3% | -96.7% | +109.1% | +12.2% |
| YTD | +8.2% | -99.6% | +107.8% | +7.7% |
| 1Y | +12.6% | -99.7% | +112.3% | +12.0% |
| 3Y | +152.8% | -100.0% | +252.8% | +148.3% |
| 5Y | +140.2% | -100.0% | +240.2% | +133.9% |
| All | +254.9% | -100.0% | +354.9% | +246.2% |
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