-58.6%
NKE vs DFNS
-99.9%
+41.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -2.0% |
| 7D | -2.3% | +4.6% | -7.0% | -2.3% |
| 30D | -10.4% | -73.9% | +63.5% | -10.0% |
| 3M | -15.5% | -71.7% | +56.2% | -16.0% |
| 6M | -32.6% | -94.6% | +61.9% | -32.8% |
| YTD | -39.8% | -98.1% | +58.3% | -39.8% |
| 1Y | -47.6% | -98.3% | +50.7% | -47.6% |
| All | -58.6% | -99.9% | +41.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling