-98.3%
DFNS vs XYL
-21.6%
-76.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.4% |
| 7D | +4.6% | +0.8% | +3.8% | +4.5% |
| 30D | -73.9% | -10.8% | -63.0% | -73.2% |
| 3M | -71.7% | -2.5% | -69.2% | -73.1% |
| 6M | -94.6% | -12.2% | -82.4% | -94.6% |
| YTD | -98.1% | -20.1% | -78.0% | -97.9% |
| 1Y | -98.3% | -20.6% | -77.7% | -98.1% |
| All | -98.3% | -21.6% | -76.7% | -98.1% |
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