-99.9%
DFNS vs XLC
+103.3%
-203.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.7% |
| 7D | +4.6% | -1.4% | +6.1% | +4.4% |
| 30D | -73.9% | -0.9% | -73.0% | -73.9% |
| 3M | -71.7% | -0.3% | -71.4% | -71.7% |
| 6M | -94.6% | -5.2% | -89.4% | -94.7% |
| YTD | -98.1% | -5.3% | -92.8% | -98.1% |
| 1Y | -98.3% | -2.8% | -95.5% | -98.3% |
| 3Y | -99.9% | +71.2% | -171.1% | -99.9% |
| 5Y | -99.9% | +37.6% | -137.4% | -99.9% |
| All | -99.9% | +103.3% | -203.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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