-99.9%
DFNS vs NOC
+86.5%
-186.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.8% |
| 7D | +4.6% | -1.6% | +6.2% | +4.0% |
| 30D | -73.9% | -10.4% | -63.5% | -75.0% |
| 3M | -71.7% | -5.6% | -66.1% | -71.7% |
| 6M | -94.6% | -30.4% | -64.2% | -95.2% |
| YTD | -98.1% | -8.5% | -89.6% | -98.1% |
| 1Y | -98.3% | -8.3% | -90.0% | -98.3% |
| 3Y | -99.9% | +28.2% | -128.1% | -99.9% |
| 5Y | -99.9% | +56.7% | -156.6% | -99.8% |
| All | -99.9% | +86.5% | -186.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling