+16.3%
NOW vs DFNS
-100.0%
+116.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | -3.1% | -42.8% | +39.7% | -2.9% |
| 30D | -27.0% | -67.6% | +40.5% | -26.8% |
| 3M | -17.7% | -94.9% | +77.1% | -17.2% |
| 6M | +12.7% | -96.7% | +109.4% | +12.3% |
| YTD | -32.9% | -99.6% | +66.7% | -33.4% |
| 1Y | -40.4% | -99.7% | +59.4% | -40.8% |
| 3Y | -17.1% | -100.0% | +82.9% | -15.0% |
| 5Y | -25.7% | -100.0% | +74.3% | -21.8% |
| All | +16.3% | -100.0% | +116.3% | +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 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