+102.7%
NOK vs DFNS
-99.9%
+202.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.0% |
| 7D | +9.3% | +4.6% | +4.7% | +9.3% |
| 30D | +17.9% | -73.9% | +91.7% | +18.0% |
| 3M | -22.3% | -71.7% | +49.4% | -22.6% |
| 6M | +36.4% | -94.6% | +131.0% | +35.8% |
| YTD | +66.3% | -98.1% | +164.4% | +65.6% |
| 1Y | +134.4% | -98.3% | +232.7% | +133.4% |
| 3Y | +186.6% | -99.9% | +286.5% | +184.0% |
| 5Y | +102.7% | -99.9% | +202.5% | +112.3% |
| All | +102.7% | -99.9% | +202.5% | +112.3% |
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