+42.6%
NEE vs DFNS
-100.0%
+142.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.4% | +18.5% | -0.9% |
| 7D | -3.4% | -12.7% | +9.3% | -3.4% |
| 30D | +9.0% | -65.2% | +74.3% | +8.8% |
| 3M | +0.2% | -94.6% | +94.7% | -0.3% |
| 6M | -8.5% | -96.2% | +87.8% | -8.4% |
| YTD | +8.6% | -99.6% | +108.2% | +8.3% |
| 1Y | +2.2% | -99.7% | +101.8% | +1.9% |
| 3Y | +69.1% | -100.0% | +169.1% | +65.3% |
| 5Y | +13.0% | -100.0% | +113.0% | +10.9% |
| All | +42.6% | -100.0% | +142.6% | +43.7% |
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