+99.6%
NOK vs DFNS
-100.0%
+199.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -2.5% |
| 7D | +5.4% | -6.0% | +11.3% | +5.4% |
| 30D | -14.1% | -71.2% | +57.0% | -14.0% |
| 3M | -23.6% | -94.5% | +70.9% | -23.3% |
| 6M | -45.1% | -96.5% | +51.4% | -45.2% |
| YTD | +24.7% | -99.6% | +124.4% | +24.4% |
| 1Y | +19.0% | -99.7% | +118.7% | +18.7% |
| 3Y | +147.0% | -100.0% | +247.0% | +136.4% |
| 5Y | +58.2% | -100.0% | +158.1% | +82.9% |
| All | +99.6% | -100.0% | +199.6% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling