-99.9%
DFNS vs NOC
+86.3%
-186.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | -0.3% |
| 7D | -16.0% | -5.2% | -10.8% | -17.7% |
| 30D | -77.7% | -7.2% | -70.5% | -78.3% |
| 3M | -77.2% | -5.1% | -72.1% | -77.1% |
| 6M | -95.2% | -31.1% | -64.1% | -95.8% |
| YTD | -98.0% | -8.6% | -89.4% | -98.0% |
| 1Y | -98.3% | -9.7% | -88.5% | -98.3% |
| 3Y | -99.9% | +24.3% | -124.2% | -99.9% |
| 5Y | -99.9% | +52.6% | -152.5% | -99.8% |
| All | -99.9% | +86.3% | -186.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling