-100.0%
DFNS vs XRT
+58.7%
-158.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | -6.0% | +1.7% | -7.7% | -6.0% |
| 30D | -71.2% | +7.5% | -78.7% | -71.2% |
| 3M | -94.5% | +2.2% | -96.7% | -94.5% |
| 6M | -96.5% | +14.7% | -111.2% | -96.3% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| 1Y | -99.7% | +14.1% | -113.8% | -99.7% |
| 3Y | -100.0% | +58.8% | -158.8% | -100.0% |
| All | -100.0% | +58.7% | -158.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling