-100.0%
DFNS vs NSC
+28.0%
-128.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.2% | +13.0% |
| 7D | -37.0% | -3.4% | -33.5% | -38.0% |
| 30D | -63.4% | +3.6% | -67.0% | -63.0% |
| 3M | -94.1% | -1.4% | -92.7% | -94.1% |
| 6M | -96.3% | +6.0% | -102.3% | -96.3% |
| YTD | -99.6% | +15.5% | -115.1% | -99.6% |
| 1Y | -99.7% | +16.2% | -115.9% | -99.7% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +29.3% | -129.3% | -100.0% |
| All | -100.0% | +28.0% | -128.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling