-47.4%
NKE vs DFNS
-98.3%
+51.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | -16.0% | +14.0% | -1.8% |
| 30D | -8.6% | -77.7% | +69.1% | -6.8% |
| 3M | -11.0% | -77.2% | +66.1% | -6.3% |
| 6M | -33.2% | -95.2% | +62.0% | -23.3% |
| YTD | -38.1% | -98.0% | +59.8% | -25.9% |
| 1Y | -47.4% | -98.3% | +50.9% | -40.3% |
| All | -47.4% | -98.3% | +51.0% | -40.3% |
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 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