+52.0%
ON vs DFNS
-99.7%
+151.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.7% | -7.0% | +5.6% |
| 7D | +3.3% | -13.0% | +16.3% | +3.5% |
| 30D | -3.1% | -56.9% | +53.7% | -2.5% |
| 3M | -9.2% | -93.2% | +84.0% | -7.8% |
| 6M | -31.4% | -95.4% | +64.1% | -29.3% |
| YTD | +36.0% | -99.5% | +135.5% | +45.8% |
| 1Y | +52.0% | -99.6% | +151.7% | +66.4% |
| All | +52.0% | -99.7% | +151.7% | +66.4% |
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