-99.9%
DFNS vs NYT
+38.8%
-138.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -6.3% | -0.6% | -5.8% | -6.5% |
| 30D | -74.0% | +4.6% | -78.5% | -73.6% |
| 3M | -70.1% | -9.6% | -60.6% | -71.1% |
| 6M | -93.9% | -14.0% | -79.9% | -94.2% |
| YTD | -98.1% | -2.8% | -95.3% | -98.1% |
| 1Y | -98.3% | +15.6% | -113.9% | -98.1% |
| 3Y | -99.9% | +56.3% | -156.2% | -99.9% |
| All | -99.9% | +38.8% | -138.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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