+72.2%
NEE vs DFNS
-100.0%
+172.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | +2.2% | -42.8% | +45.0% | +2.0% |
| 30D | +12.3% | -67.6% | +79.8% | +12.0% |
| 3M | +3.4% | -94.9% | +98.2% | +2.8% |
| 6M | -5.3% | -96.7% | +91.4% | -5.2% |
| YTD | +10.6% | -99.6% | +110.2% | +10.3% |
| 1Y | +6.5% | -99.7% | +106.2% | +6.1% |
| All | +72.2% | -100.0% | +172.2% | +72.8% |
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