+47.6%
ON vs DFNS
-99.6%
+147.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.3% | +16.5% | -1.7% |
| 7D | -5.8% | -27.7% | +21.9% | -5.5% |
| 30D | -17.1% | -58.0% | +40.9% | -16.5% |
| 3M | -11.8% | -94.0% | +82.2% | -10.3% |
| 6M | -30.2% | -94.6% | +64.4% | -27.4% |
| YTD | +31.6% | -99.4% | +131.0% | +48.1% |
| 1Y | +47.6% | -99.6% | +147.2% | +72.5% |
| All | +47.6% | -99.6% | +147.2% | +72.5% |
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 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