-31.7%
NKE vs DFNS
-99.6%
+67.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -18.3% | +23.6% | +5.4% |
| 7D | +9.0% | -27.7% | +36.7% | +9.4% |
| 30D | +19.2% | -58.0% | +77.2% | +20.3% |
| 3M | -1.5% | -94.0% | +92.5% | +1.6% |
| 6M | -4.2% | -94.6% | +90.4% | +4.2% |
| YTD | -34.8% | -99.4% | +64.7% | -21.0% |
| 1Y | -31.7% | -99.6% | +68.0% | -16.5% |
| All | -31.7% | -99.6% | +67.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling