-96.2%
DFNS vs XYL
-15.2%
-81.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.1% | -18.2% | -19.9% |
| 7D | -12.7% | -6.0% | -6.6% | -15.0% |
| 30D | -65.2% | -8.3% | -56.9% | -65.0% |
| 3M | -94.6% | -22.6% | -72.0% | -95.3% |
| 6M | -96.2% | -15.0% | -81.2% | -96.7% |
| All | -96.2% | -15.2% | -81.0% | -96.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling