-100.0%
DFNS vs XYL
+43.4%
-143.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.4% | -2.7% |
| 7D | -42.8% | +2.1% | -44.9% | -42.4% |
| 30D | -67.6% | -3.4% | -64.2% | -67.5% |
| 3M | -94.9% | -17.2% | -77.7% | -95.0% |
| 6M | -96.7% | -12.0% | -84.7% | -96.8% |
| YTD | -99.6% | -26.3% | -73.3% | -99.6% |
| 1Y | -99.7% | -33.5% | -66.3% | -99.8% |
| 3Y | -100.0% | +6.4% | -106.4% | -100.0% |
| 5Y | -100.0% | -20.9% | -79.1% | -100.0% |
| All | -100.0% | +43.4% | -143.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling