-100.0%
DFNS vs NOC
+22.9%
-122.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -1.0% |
| 7D | -42.8% | -2.9% | -39.9% | -44.5% |
| 30D | -67.6% | +12.1% | -79.7% | -64.4% |
| 3M | -94.9% | -5.3% | -89.6% | -95.1% |
| 6M | -96.7% | -1.0% | -95.7% | -96.6% |
| YTD | -99.6% | -4.3% | -95.3% | -99.6% |
| 1Y | -99.7% | -3.6% | -96.1% | -99.7% |
| 3Y | -100.0% | +22.9% | -122.9% | -99.9% |
| All | -100.0% | +22.9% | -122.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling