-25.8%
NOW vs DFNS
-100.0%
+74.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.8% | -15.9% | -3.1% |
| 7D | -8.7% | -37.0% | +28.2% | -8.6% |
| 30D | -29.3% | -63.4% | +34.1% | -29.1% |
| 3M | -21.8% | -94.1% | +72.2% | -21.3% |
| 6M | +9.2% | -96.3% | +105.6% | +8.8% |
| YTD | -35.0% | -99.6% | +64.6% | -35.4% |
| 1Y | -42.5% | -99.7% | +57.2% | -42.9% |
| 3Y | -21.5% | -100.0% | +78.4% | -19.3% |
| 5Y | -25.8% | -100.0% | +74.2% | -19.3% |
| All | -25.8% | -100.0% | +74.2% | -19.3% |
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