-26.4%
NOW vs DFNS
-100.0%
+73.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.2% | +11.8% | -0.3% |
| 7D | -3.0% | -44.0% | +41.0% | -2.8% |
| 30D | -26.0% | -69.1% | +43.1% | -25.8% |
| 3M | -13.1% | -95.6% | +82.5% | -12.5% |
| 6M | +14.5% | -96.2% | +110.7% | +14.1% |
| YTD | -33.4% | -99.6% | +66.2% | -33.9% |
| 1Y | -40.6% | -99.7% | +59.1% | -41.1% |
| 3Y | -16.3% | -100.0% | +83.7% | -13.9% |
| All | -26.4% | -100.0% | +73.6% | -21.3% |
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