-99.9%
DFNS vs NOC
+56.8%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.5% |
| 7D | +0.8% | -2.7% | +3.5% | -0.4% |
| 30D | -73.2% | -8.9% | -64.4% | -74.3% |
| 3M | -72.4% | -3.7% | -68.8% | -72.2% |
| 6M | -95.2% | -30.8% | -64.4% | -95.9% |
| YTD | -98.0% | -7.9% | -90.0% | -98.0% |
| 1Y | -98.3% | -9.4% | -88.8% | -98.3% |
| 3Y | -99.9% | +29.0% | -128.8% | -99.8% |
| 5Y | -99.9% | +56.1% | -155.9% | -99.8% |
| All | -99.9% | +56.8% | -156.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling