+230.9%
ON vs DFNS
-99.9%
+330.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | -1.9% | +4.6% | -6.5% | -1.9% |
| 30D | -11.0% | -73.9% | +62.9% | -10.7% |
| 3M | -39.3% | -71.7% | +32.4% | -39.8% |
| 6M | +19.8% | -94.6% | +114.4% | +19.5% |
| YTD | +31.1% | -98.1% | +129.2% | +31.0% |
| 1Y | +46.0% | -98.3% | +144.3% | +46.0% |
| 3Y | -27.5% | -99.9% | +72.4% | -30.6% |
| 5Y | +56.9% | -99.9% | +156.8% | +60.6% |
| All | +230.9% | -99.9% | +330.8% | +251.0% |
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