-99.7%
DFNS vs XLB
+24.8%
-124.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -5.3% |
| 7D | -42.8% | -1.4% | -41.5% | -41.7% |
| 30D | -67.6% | +7.1% | -74.7% | -70.5% |
| 3M | -94.9% | +0.6% | -95.5% | -94.9% |
| 6M | -96.7% | +3.5% | -100.2% | -96.8% |
| YTD | -99.6% | +18.2% | -117.8% | -99.7% |
| All | -99.7% | +24.8% | -124.5% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling