-99.9%
DFNS vs NTR
+187.9%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.7% |
| 7D | -6.3% | -1.3% | -5.1% | -6.7% |
| 30D | -74.0% | +16.8% | -90.7% | -72.4% |
| 3M | -70.1% | +20.7% | -90.9% | -68.1% |
| 6M | -93.9% | +0.5% | -94.4% | -93.8% |
| YTD | -98.1% | +29.2% | -127.3% | -97.9% |
| 1Y | -98.3% | +39.6% | -137.9% | -98.1% |
| 3Y | -99.9% | +37.9% | -137.8% | -99.9% |
| 5Y | -99.9% | +47.1% | -146.9% | -99.8% |
| All | -99.9% | +187.9% | -287.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling