-98.3%
DFNS vs XYL
-23.4%
-74.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -16.0% | -5.0% | -10.9% | -14.9% |
| 30D | -77.7% | -13.2% | -64.5% | -77.0% |
| 3M | -77.2% | -3.7% | -73.5% | -78.3% |
| 6M | -95.2% | -17.7% | -77.5% | -94.8% |
| YTD | -98.0% | -21.5% | -76.4% | -97.7% |
| 1Y | -98.3% | -24.5% | -73.8% | -97.8% |
| All | -98.3% | -23.4% | -74.9% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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