-99.9%
DFNS vs XLC
+105.5%
-205.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.4% |
| 7D | -16.0% | -0.8% | -15.1% | -16.1% |
| 30D | -77.7% | +1.0% | -78.7% | -77.6% |
| 3M | -77.2% | -0.7% | -76.5% | -77.3% |
| 6M | -95.2% | -5.1% | -90.0% | -95.3% |
| YTD | -98.0% | -4.3% | -93.7% | -98.0% |
| 1Y | -98.3% | -0.6% | -97.7% | -98.3% |
| 3Y | -99.9% | +72.7% | -172.6% | -99.9% |
| 5Y | -99.9% | +38.0% | -137.9% | -99.8% |
| All | -99.9% | +105.5% | -205.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling