-100.0%
DFNS vs NI
+139.9%
-239.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.2% |
| 7D | -6.0% | +4.3% | -10.3% | -3.3% |
| 30D | -71.2% | +12.4% | -83.6% | -68.8% |
| 3M | -94.5% | +10.2% | -104.7% | -94.1% |
| 6M | -96.5% | -0.8% | -95.7% | -96.5% |
| YTD | -99.6% | +13.2% | -112.9% | -99.6% |
| 1Y | -99.7% | +10.1% | -109.8% | -99.7% |
| 3Y | -100.0% | +103.1% | -203.1% | -100.0% |
| 5Y | -100.0% | +115.5% | -215.5% | -100.0% |
| All | -100.0% | +139.9% | -239.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling