-98.2%
DFNS vs NOC
-7.7%
-90.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.4% |
| 7D | -3.3% | -1.8% | -1.6% | -2.9% |
| 30D | -73.1% | -9.4% | -63.7% | -72.4% |
| 3M | -71.4% | -3.8% | -67.5% | -70.7% |
| 6M | -93.8% | -28.8% | -65.1% | -92.6% |
| YTD | -98.0% | -7.9% | -90.2% | -97.5% |
| 1Y | -98.2% | -9.0% | -89.1% | -97.6% |
| All | -98.2% | -7.7% | -90.5% | -97.6% |
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