+42.4%
NEE vs DFNS
-100.0%
+142.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.2% |
| 7D | -2.1% | -6.0% | +3.9% | -2.1% |
| 30D | +8.6% | -71.2% | +79.8% | +8.4% |
| 3M | -0.3% | -94.5% | +94.2% | -0.8% |
| 6M | -8.9% | -96.5% | +87.6% | -8.8% |
| YTD | +8.3% | -99.6% | +108.0% | +8.1% |
| 1Y | +4.3% | -99.7% | +103.9% | +4.0% |
| 3Y | +70.7% | -100.0% | +170.7% | +66.9% |
| 5Y | +12.8% | -100.0% | +112.8% | +10.6% |
| All | +42.4% | -100.0% | +142.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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