-99.9%
DFNS vs XYZ
-37.9%
-62.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -6.3% | -4.3% | -2.1% | -6.0% |
| 30D | -74.0% | +1.2% | -75.1% | -74.0% |
| 3M | -70.1% | +14.6% | -84.8% | -70.1% |
| 6M | -93.9% | +22.6% | -116.5% | -93.9% |
| YTD | -98.1% | +21.7% | -119.8% | -98.1% |
| 1Y | -98.3% | +6.7% | -105.0% | -98.3% |
| 3Y | -99.9% | +46.8% | -146.7% | -99.9% |
| 5Y | -99.9% | -68.0% | -31.8% | -99.9% |
| All | -99.9% | -37.9% | -62.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling