-99.9%
DFNS vs NOC
+87.7%
-187.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.8% |
| 7D | -3.3% | -1.8% | -1.6% | -4.0% |
| 30D | -73.1% | -9.4% | -63.7% | -74.1% |
| 3M | -71.4% | -3.8% | -67.5% | -71.2% |
| 6M | -93.8% | -28.8% | -65.1% | -94.5% |
| YTD | -98.0% | -7.9% | -90.2% | -98.0% |
| 1Y | -98.2% | -9.0% | -89.1% | -98.2% |
| 3Y | -99.9% | +29.1% | -128.9% | -99.9% |
| 5Y | -99.9% | +58.9% | -158.8% | -99.8% |
| All | -99.9% | +87.7% | -187.5% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling