-38.7%
NOW vs DFNS
-99.6%
+60.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.3% | +18.0% | +0.3% |
| 7D | -27.5% | -27.7% | +0.1% | -26.7% |
| 30D | -20.0% | -58.0% | +37.9% | -17.8% |
| 3M | -7.9% | -94.0% | +86.1% | 0.0% |
| 6M | +18.3% | -94.6% | +112.9% | +28.0% |
| YTD | -29.0% | -99.4% | +70.5% | -15.8% |
| 1Y | -38.7% | -99.6% | +60.9% | -26.0% |
| All | -38.7% | -99.6% | +60.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling