-100.0%
DFNS vs NOC
+98.6%
-198.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.0% | -19.5% |
| 7D | -12.7% | +4.5% | -17.2% | -11.4% |
| 30D | -65.2% | +14.1% | -79.3% | -63.5% |
| 3M | -94.6% | -4.5% | -90.1% | -94.7% |
| 6M | -96.2% | -0.8% | -95.5% | -96.2% |
| YTD | -99.6% | -2.5% | -97.1% | -99.6% |
| 1Y | -99.7% | -0.1% | -99.6% | -99.7% |
| 3Y | -100.0% | +24.6% | -124.6% | -100.0% |
| 5Y | -100.0% | +65.6% | -165.6% | -100.0% |
| All | -100.0% | +98.6% | -198.6% | -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