+38.2%
NEE vs DFNS
-99.9%
+138.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -0.5% | +4.6% | -5.2% | -0.5% |
| 30D | -1.7% | -73.9% | +72.2% | -1.9% |
| 3M | -1.8% | -71.7% | +69.9% | -1.4% |
| 6M | -8.8% | -94.6% | +85.7% | -8.7% |
| YTD | +5.2% | -98.1% | +103.3% | +5.2% |
| 1Y | +21.3% | -98.3% | +119.6% | +21.4% |
| 3Y | +35.2% | -99.9% | +135.1% | +32.5% |
| 5Y | +10.1% | -99.9% | +110.0% | +8.3% |
| All | +38.2% | -99.9% | +138.1% | +39.6% |
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