-98.3%
DFNS vs NI
+1.4%
-99.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | -0.6% |
| 7D | -16.0% | +2.0% | -18.0% | -12.9% |
| 30D | -77.7% | -3.5% | -74.2% | -79.3% |
| 3M | -77.2% | -9.1% | -68.1% | -81.8% |
| 6M | -95.2% | -11.8% | -83.3% | -96.1% |
| YTD | -98.0% | +1.1% | -99.1% | -98.3% |
| 1Y | -98.3% | +6.7% | -105.0% | -98.3% |
| All | -98.3% | +1.4% | -99.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling