-19.5%
NOW vs DFNS
-100.0%
+80.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.7% | -9.6% | +3.1% |
| 7D | -5.6% | -13.0% | +7.4% | -5.5% |
| 30D | -26.8% | -56.9% | +30.1% | -26.6% |
| 3M | -19.4% | -93.2% | +73.8% | -18.9% |
| 6M | +12.3% | -95.4% | +107.8% | +11.8% |
| YTD | -32.9% | -99.5% | +66.6% | -33.4% |
| 1Y | -40.3% | -99.6% | +59.3% | -40.8% |
| All | -19.5% | -100.0% | +80.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling