+224.5%
ON vs DFNS
-100.0%
+324.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.8% | -12.1% | +0.7% |
| 7D | -4.1% | -37.0% | +32.8% | -3.9% |
| 30D | -10.2% | -63.4% | +53.2% | -9.9% |
| 3M | -12.7% | -94.1% | +81.3% | -11.9% |
| 6M | -32.5% | -96.3% | +63.8% | -32.6% |
| YTD | +28.6% | -99.6% | +128.1% | +29.2% |
| 1Y | +43.4% | -99.7% | +143.1% | +44.3% |
| 3Y | +3.3% | -100.0% | +103.3% | -0.6% |
| 5Y | +22.5% | -100.0% | +122.5% | +25.9% |
| All | +224.5% | -100.0% | +324.5% | +246.0% |
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