-100.0%
DFNS vs XRT
+49.6%
-149.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -12.1% |
| 7D | -44.0% | +0.9% | -44.9% | -43.9% |
| 30D | -69.1% | +7.9% | -77.1% | -69.2% |
| 3M | -95.6% | -0.2% | -95.5% | -95.6% |
| 6M | -96.2% | +5.6% | -101.7% | -96.1% |
| YTD | -99.6% | +5.7% | -105.3% | -99.6% |
| 1Y | -99.7% | +14.6% | -114.3% | -99.7% |
| 3Y | -100.0% | +50.7% | -150.6% | -100.0% |
| All | -100.0% | +49.6% | -149.6% | -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