-99.6%
DFNS vs NTR
+36.7%
-136.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.0% | -22.3% | -16.4% |
| 7D | -27.7% | +4.3% | -32.0% | -25.8% |
| 30D | -58.0% | +2.6% | -60.5% | -57.0% |
| 3M | -94.0% | +8.5% | -102.5% | -93.7% |
| 6M | -94.6% | -3.3% | -91.2% | -94.1% |
| YTD | -99.4% | +19.6% | -119.0% | -99.5% |
| 1Y | -99.6% | +37.6% | -137.3% | -99.7% |
| All | -99.6% | +36.7% | -136.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling