+600.8%
NET vs DFNS
-100.0%
+700.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.3% | +15.8% | -2.5% |
| 7D | -16.4% | -27.7% | +11.3% | -16.3% |
| 30D | -25.8% | -58.0% | +32.1% | -25.7% |
| 3M | -11.5% | -94.0% | +82.5% | -10.9% |
| 6M | +18.9% | -94.6% | +113.5% | +18.9% |
| YTD | +35.2% | -99.4% | +134.7% | +35.6% |
| 1Y | +14.5% | -99.6% | +114.1% | +14.9% |
| 3Y | +313.8% | -100.0% | +413.8% | +298.4% |
| 5Y | +32.6% | -100.0% | +132.5% | +35.0% |
| All | +600.8% | -100.0% | +700.7% | +661.4% |
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