-99.9%
DFNS vs XLB
+35.9%
-135.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.4% |
| 7D | -16.0% | -1.4% | -14.6% | -16.6% |
| 30D | -77.7% | -0.4% | -77.3% | -77.6% |
| 3M | -77.2% | +2.0% | -79.1% | -77.6% |
| 6M | -95.2% | +1.8% | -97.0% | -95.3% |
| YTD | -98.0% | +16.6% | -114.5% | -97.7% |
| 1Y | -98.3% | +16.9% | -115.2% | -98.1% |
| All | -99.9% | +35.9% | -135.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling