+105.8%
NEM vs DFNS
-100.0%
+205.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.4% |
| 7D | -6.4% | -6.0% | -0.5% | -6.4% |
| 30D | +1.4% | -71.2% | +72.6% | +1.3% |
| 3M | -0.7% | -94.5% | +93.8% | -1.1% |
| 6M | -4.5% | -96.5% | +92.1% | -4.5% |
| YTD | +14.0% | -99.6% | +113.7% | +13.5% |
| 1Y | +27.3% | -99.7% | +127.0% | +26.6% |
| 3Y | +250.5% | -100.0% | +350.5% | +220.6% |
| 5Y | +121.1% | -100.0% | +221.0% | +111.3% |
| All | +105.8% | -100.0% | +205.8% | +112.0% |
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 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