+259.5%
RTX vs DFNS
-99.9%
+359.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | -10.6% | -73.2% | +62.7% | -10.7% |
| 3M | +11.6% | -72.4% | +84.1% | +11.8% |
| 6M | -4.5% | -95.2% | +90.7% | -4.7% |
| YTD | +9.6% | -98.0% | +107.6% | +9.2% |
| 1Y | +30.8% | -98.3% | +129.1% | +30.4% |
| 3Y | +152.8% | -99.9% | +252.7% | +148.6% |
| 5Y | +167.1% | -99.9% | +267.0% | +160.3% |
| All | +259.5% | -99.9% | +359.3% | +251.1% |
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 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