-98.2%
DFNS vs XYZ
+4.3%
-102.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +2.0% |
| 7D | -3.3% | -5.2% | +1.8% | +2.4% |
| 30D | -73.1% | 0.0% | -73.1% | -73.1% |
| 3M | -71.4% | +18.7% | -90.0% | -72.1% |
| 6M | -93.8% | +20.5% | -114.4% | -93.9% |
| YTD | -98.0% | +21.5% | -119.5% | -98.0% |
| 1Y | -98.2% | +7.2% | -105.4% | -97.8% |
| All | -98.2% | +4.3% | -102.5% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling