+162.7%
NOK vs DFNS
-99.9%
+262.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | +8.7% | -3.3% | +12.0% | +8.7% |
| 30D | +12.5% | -73.1% | +85.6% | +12.6% |
| 3M | -20.7% | -71.4% | +50.6% | -21.0% |
| 6M | +36.2% | -93.8% | +130.0% | +35.6% |
| YTD | +64.1% | -98.0% | +162.2% | +63.4% |
| 1Y | +132.4% | -98.2% | +230.6% | +131.3% |
| 3Y | +182.9% | -99.9% | +282.7% | +170.1% |
| 5Y | +102.8% | -99.9% | +202.7% | +135.6% |
| All | +162.7% | -99.9% | +262.6% | +212.2% |
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