-99.9%
DFNS vs NTR
+196.1%
-296.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.3% |
| 7D | +0.8% | +3.8% | -3.1% | +2.2% |
| 30D | -73.2% | +25.2% | -98.5% | -71.0% |
| 3M | -72.4% | +21.0% | -93.5% | -70.5% |
| 6M | -95.2% | +7.6% | -102.8% | -95.0% |
| YTD | -98.0% | +32.9% | -130.8% | -97.8% |
| 1Y | -98.3% | +43.1% | -141.3% | -98.0% |
| 3Y | -99.9% | +41.6% | -141.5% | -99.8% |
| 5Y | -99.9% | +54.8% | -154.6% | -99.8% |
| All | -99.9% | +196.1% | -296.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling