-99.9%
DFNS vs NSC
+97.1%
-197.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -5.1% |
| 7D | +4.6% | -2.0% | +6.7% | +3.9% |
| 30D | -73.9% | -3.2% | -70.7% | -74.1% |
| 3M | -71.7% | +3.9% | -75.6% | -71.5% |
| 6M | -94.6% | +7.8% | -102.4% | -94.5% |
| YTD | -98.1% | +13.4% | -111.5% | -98.0% |
| 1Y | -98.3% | +20.3% | -118.6% | -98.3% |
| 3Y | -99.9% | +76.1% | -176.0% | -99.9% |
| 5Y | -99.9% | +45.0% | -144.9% | -99.9% |
| All | -99.9% | +97.1% | -197.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling