-99.6%
DFNS vs NOC
-7.1%
-92.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.5% | -13.8% | -17.1% |
| 7D | -27.7% | -5.0% | -22.7% | -26.5% |
| 30D | -58.0% | +10.3% | -68.3% | -58.8% |
| 3M | -94.0% | -4.3% | -89.7% | -93.9% |
| 6M | -94.6% | -6.5% | -88.1% | -94.3% |
| YTD | -99.4% | -6.7% | -92.7% | -99.3% |
| 1Y | -99.6% | -7.5% | -92.2% | -99.5% |
| All | -99.6% | -7.1% | -92.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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