+246.8%
ON vs DFNS
-99.9%
+346.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +2.4% | -16.0% | +18.4% | +2.5% |
| 30D | -3.3% | -77.7% | +74.4% | -2.9% |
| 3M | -43.6% | -77.2% | +33.6% | -44.0% |
| 6M | +19.0% | -95.2% | +114.1% | +18.6% |
| YTD | +37.4% | -98.0% | +135.3% | +37.3% |
| 1Y | +54.8% | -98.3% | +153.0% | +54.7% |
| 3Y | -25.2% | -99.9% | +74.7% | -28.3% |
| 5Y | +62.7% | -99.9% | +162.6% | +66.8% |
| All | +246.8% | -99.9% | +346.6% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling