+112.5%
NET vs DFNS
-99.9%
+212.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -7.0% | -16.0% | +9.0% | -6.9% |
| 30D | -4.8% | -77.7% | +72.9% | -4.5% |
| 3M | +3.8% | -77.2% | +81.0% | +3.4% |
| 6M | +50.0% | -95.2% | +145.2% | +49.8% |
| YTD | +41.5% | -98.0% | +139.4% | +41.4% |
| 1Y | +32.8% | -98.3% | +131.1% | +32.8% |
| 3Y | +335.9% | -99.9% | +435.8% | +318.5% |
| All | +112.5% | -99.9% | +212.3% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling