-99.9%
DFNS vs XYL
+18.1%
-118.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | +0.8% |
| 7D | +0.8% | +1.8% | -1.0% | +1.7% |
| 30D | -73.2% | -9.2% | -64.0% | -74.7% |
| 3M | -72.4% | -0.3% | -72.2% | -72.3% |
| 6M | -95.2% | -11.0% | -84.3% | -95.5% |
| YTD | -98.0% | -19.2% | -78.8% | -98.2% |
| 1Y | -98.3% | -21.2% | -77.0% | -98.5% |
| 3Y | -99.9% | +18.6% | -118.5% | -99.8% |
| All | -99.9% | +18.1% | -118.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling