-95.2%
DFNS vs NOC
-31.4%
-63.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | -16.0% | -5.2% | -10.8% | -14.2% |
| 30D | -77.7% | -7.2% | -70.5% | -77.0% |
| 3M | -77.2% | -5.1% | -72.1% | -75.6% |
| 6M | -95.2% | -31.1% | -64.1% | -91.9% |
| All | -95.2% | -31.4% | -63.8% | -91.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling