+104.9%
NEM vs DFNS
-100.0%
+204.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -19.4% | +14.4% | -5.0% |
| 7D | -5.9% | -12.7% | +6.8% | -5.9% |
| 30D | -2.6% | -65.2% | +62.7% | -2.7% |
| 3M | -4.2% | -94.6% | +90.4% | -4.6% |
| 6M | -5.5% | -96.2% | +90.8% | -5.5% |
| YTD | +13.5% | -99.6% | +113.1% | +13.0% |
| 1Y | +22.2% | -99.7% | +121.9% | +21.5% |
| 3Y | +249.0% | -100.0% | +348.9% | +219.2% |
| 5Y | +120.1% | -100.0% | +220.1% | +110.4% |
| All | +104.9% | -100.0% | +204.9% | +111.1% |
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