+129.5%
NEM vs DFNS
-99.9%
+229.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -3.3% | -3.3% | +0.1% | -3.3% |
| 30D | +7.8% | -73.1% | +80.9% | +7.7% |
| 3M | +36.3% | -71.4% | +107.6% | +36.7% |
| 6M | +6.6% | -93.8% | +100.4% | +6.5% |
| YTD | +27.1% | -98.0% | +125.2% | +26.8% |
| 1Y | +62.3% | -98.2% | +160.5% | +62.0% |
| 3Y | +245.1% | -99.9% | +344.9% | +216.7% |
| 5Y | +154.0% | -99.9% | +253.9% | +143.6% |
| All | +129.5% | -99.9% | +229.3% | +136.8% |
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 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