-100.0%
DFNS vs XLB
+93.7%
-193.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.3% | -18.1% | -19.6% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -65.2% | +5.3% | -70.5% | -64.8% |
| 3M | -94.6% | 0.0% | -94.6% | -94.6% |
| 6M | -96.2% | +1.2% | -97.5% | -96.3% |
| YTD | -99.6% | +16.9% | -116.5% | -99.6% |
| 1Y | -99.7% | +20.9% | -120.6% | -99.7% |
| 3Y | -100.0% | +43.3% | -143.3% | -100.0% |
| 5Y | -100.0% | +28.3% | -128.3% | -100.0% |
| All | -100.0% | +93.7% | -193.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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