-100.0%
DFNS vs NOC
+99.3%
-199.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +12.9% |
| 7D | -13.0% | +4.9% | -17.9% | -11.6% |
| 30D | -56.9% | +13.6% | -70.5% | -54.8% |
| 3M | -93.2% | -3.9% | -89.4% | -93.3% |
| 6M | -95.4% | +1.4% | -96.8% | -95.3% |
| YTD | -99.5% | -2.2% | -97.3% | -99.5% |
| 1Y | -99.6% | -1.2% | -98.4% | -99.6% |
| 3Y | -100.0% | +25.0% | -125.0% | -100.0% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +99.3% | -199.2% | -100.0% |
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