+37.1%
NEE vs DFNS
-99.9%
+137.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | -0.2% | -73.2% | +73.0% | -0.4% |
| 3M | +0.5% | -72.4% | +73.0% | +1.0% |
| 6M | -6.5% | -95.2% | +88.7% | -6.4% |
| YTD | +6.7% | -98.0% | +104.7% | +6.8% |
| 1Y | +23.6% | -98.3% | +121.9% | +23.7% |
| 3Y | +37.1% | -99.9% | +137.0% | +32.7% |
| All | +37.1% | -99.9% | +137.0% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling