-57.4%
NKE vs DFNS
-99.9%
+42.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.1% | +0.8% | -0.8% | -0.1% |
| 30D | -7.7% | -73.2% | +65.6% | -7.3% |
| 3M | -10.9% | -72.4% | +61.5% | -11.5% |
| 6M | -31.9% | -95.2% | +63.4% | -32.0% |
| YTD | -38.6% | -98.0% | +59.4% | -38.6% |
| 1Y | -46.9% | -98.3% | +51.3% | -46.9% |
| 3Y | -58.2% | -99.9% | +41.7% | -56.1% |
| 5Y | -74.0% | -99.9% | +25.8% | -72.9% |
| All | -57.4% | -99.9% | +42.5% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling