-100.0%
DFNS vs XYL
-22.7%
-77.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.4% | +15.3% | +12.2% |
| 7D | -37.0% | +0.6% | -37.6% | -36.7% |
| 30D | -63.4% | -5.7% | -57.7% | -63.6% |
| 3M | -94.1% | -19.8% | -74.3% | -94.3% |
| 6M | -96.3% | -14.2% | -82.1% | -96.4% |
| YTD | -99.6% | -28.1% | -71.5% | -99.6% |
| 1Y | -99.7% | -35.0% | -64.7% | -99.7% |
| 3Y | -100.0% | +2.1% | -102.1% | -100.0% |
| 5Y | -100.0% | -22.1% | -77.9% | -100.0% |
| All | -100.0% | -22.7% | -77.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling