-98.3%
DFNS vs XRT
-1.4%
-96.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +6.7% |
| 7D | +0.8% | -0.3% | +1.0% | +1.2% |
| 30D | -73.2% | -5.6% | -67.6% | -69.2% |
| 3M | -72.4% | +2.5% | -75.0% | -71.8% |
| 6M | -95.2% | +3.7% | -98.9% | -95.1% |
| YTD | -98.0% | +1.0% | -99.0% | -97.8% |
| 1Y | -98.3% | -1.2% | -97.1% | -98.0% |
| All | -98.3% | -1.4% | -96.9% | -98.0% |
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 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