-99.9%
DFNS vs XYL
+55.5%
-155.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.9% |
| 7D | +4.6% | +0.8% | +3.8% | +4.8% |
| 30D | -73.9% | -10.8% | -63.0% | -74.6% |
| 3M | -71.7% | -2.5% | -69.2% | -71.8% |
| 6M | -94.6% | -12.2% | -82.4% | -94.7% |
| YTD | -98.1% | -20.1% | -78.0% | -98.2% |
| 1Y | -98.3% | -20.6% | -77.7% | -98.4% |
| 3Y | -99.9% | +17.3% | -117.2% | -99.9% |
| 5Y | -99.9% | -14.5% | -85.4% | -99.9% |
| All | -99.9% | +55.5% | -155.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling