-99.9%
DFNS vs XRT
+107.3%
-207.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | -16.0% | +0.8% | -16.8% | -16.0% |
| 30D | -77.7% | -4.2% | -73.5% | -77.7% |
| 3M | -77.2% | +5.1% | -82.3% | -77.0% |
| 6M | -95.2% | +2.4% | -97.6% | -95.2% |
| YTD | -98.0% | +3.2% | -101.2% | -98.0% |
| 1Y | -98.3% | +1.5% | -99.8% | -98.3% |
| 3Y | -99.9% | +40.6% | -140.4% | -99.9% |
| 5Y | -99.9% | -1.0% | -98.9% | -99.9% |
| All | -99.9% | +107.3% | -207.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling