-99.9%
DFNS vs NI
+94.6%
-194.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.1% |
| 7D | -3.3% | -0.6% | -2.8% | -3.8% |
| 30D | -73.1% | -1.4% | -71.7% | -73.4% |
| 3M | -71.4% | -10.6% | -60.8% | -73.7% |
| 6M | -93.8% | -9.9% | -83.9% | -94.3% |
| YTD | -98.0% | +1.2% | -99.2% | -98.1% |
| 1Y | -98.2% | +4.4% | -102.6% | -98.1% |
| 3Y | -99.9% | +68.6% | -168.5% | -99.9% |
| 5Y | -99.9% | +98.0% | -197.9% | -99.8% |
| All | -99.9% | +94.6% | -194.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling