-99.9%
DFNS vs XYZ
+47.2%
-147.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | +4.6% | -3.7% | +8.4% | +5.7% |
| 30D | -73.9% | +0.5% | -74.4% | -73.9% |
| 3M | -71.7% | +16.3% | -88.0% | -71.5% |
| 6M | -94.6% | +21.1% | -115.7% | -94.5% |
| YTD | -98.1% | +22.0% | -120.1% | -98.1% |
| 1Y | -98.3% | +5.2% | -103.5% | -98.3% |
| All | -99.9% | +47.2% | -147.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling