+242.7%
RTX vs DFNS
-100.0%
+342.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.2% | +11.0% | -1.2% |
| 7D | -5.1% | -44.0% | +38.9% | -5.2% |
| 30D | +5.1% | -69.1% | +74.3% | +5.0% |
| 3M | -14.8% | -95.6% | +80.8% | -15.1% |
| 6M | +8.0% | -96.2% | +104.2% | +7.9% |
| YTD | +4.5% | -99.6% | +104.1% | +4.0% |
| 1Y | +9.8% | -99.7% | +109.6% | +9.3% |
| 3Y | +144.2% | -100.0% | +244.2% | +139.9% |
| 5Y | +131.4% | -100.0% | +231.4% | +125.3% |
| All | +242.7% | -100.0% | +342.7% | +234.3% |
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