-99.6%
DFNS vs XRT
+18.0%
-117.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.5% | -23.9% | -33.9% |
| 7D | -27.7% | +8.0% | -35.7% | -47.1% |
| 30D | -58.0% | +13.0% | -71.0% | -73.9% |
| 3M | -94.0% | +1.7% | -95.7% | -94.9% |
| 6M | -94.6% | +12.6% | -107.2% | -96.1% |
| YTD | -99.4% | +10.7% | -110.1% | -99.6% |
| 1Y | -99.6% | +18.4% | -118.0% | -99.8% |
| All | -99.6% | +18.0% | -117.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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