+39.5%
NEE vs DFNS
-99.9%
+139.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +1.9% | -16.0% | +17.9% | +1.9% |
| 30D | -2.2% | -77.7% | +75.5% | -2.4% |
| 3M | -1.2% | -77.2% | +76.0% | -0.8% |
| 6M | -8.6% | -95.2% | +86.6% | -8.4% |
| YTD | +6.2% | -98.0% | +104.2% | +6.2% |
| 1Y | +21.1% | -98.3% | +119.4% | +21.2% |
| 3Y | +36.4% | -99.9% | +136.3% | +33.6% |
| 5Y | +11.4% | -99.9% | +111.2% | +9.6% |
| All | +39.5% | -99.9% | +139.4% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling