-75.5%
NKE vs DFNS
-99.9%
+24.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -5.5% | -3.3% | -2.2% | -5.5% |
| 30D | -10.4% | -73.1% | +62.7% | -10.1% |
| 3M | -15.8% | -71.4% | +55.6% | -16.3% |
| 6M | -33.4% | -93.8% | +60.4% | -33.6% |
| YTD | -41.0% | -98.0% | +57.0% | -41.0% |
| 1Y | -49.1% | -98.2% | +49.1% | -49.1% |
| 3Y | -59.8% | -99.9% | +40.1% | -58.1% |
| 5Y | -75.5% | -99.9% | +24.4% | -72.3% |
| All | -75.5% | -99.9% | +24.4% | -72.3% |
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