-100.0%
DFNS vs XRT
+120.0%
-220.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -3.0% |
| 7D | -42.8% | +2.5% | -45.3% | -42.8% |
| 30D | -67.6% | +10.3% | -77.9% | -67.6% |
| 3M | -94.9% | +2.4% | -97.2% | -94.9% |
| 6M | -96.7% | +10.0% | -106.7% | -96.7% |
| YTD | -99.6% | +9.5% | -109.2% | -99.6% |
| 1Y | -99.7% | +17.2% | -116.9% | -99.7% |
| 3Y | -100.0% | +62.0% | -162.0% | -100.0% |
| 5Y | -100.0% | -2.1% | -97.9% | -100.0% |
| All | -100.0% | +120.0% | -220.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling