+133.0%
NEM vs DFNS
-99.9%
+232.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.3% | -16.0% | +16.3% | +0.3% |
| 30D | +23.1% | -77.7% | +100.8% | +22.8% |
| 3M | +18.5% | -77.2% | +95.7% | +18.8% |
| 6M | +7.8% | -95.2% | +103.0% | +7.7% |
| YTD | +29.1% | -98.0% | +127.1% | +28.7% |
| 1Y | +72.7% | -98.3% | +170.9% | +72.3% |
| 3Y | +248.7% | -99.9% | +348.6% | +220.4% |
| 5Y | +148.7% | -99.9% | +248.5% | +138.8% |
| All | +133.0% | -99.9% | +232.9% | +140.5% |
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