+39.2%
XBI vs DFNS
-99.9%
+139.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | +2.9% | -73.2% | +76.1% | +2.8% |
| 3M | +26.2% | -72.4% | +98.7% | +26.3% |
| 6M | +30.7% | -95.2% | +125.9% | +30.5% |
| YTD | +32.9% | -98.0% | +130.9% | +32.6% |
| 1Y | +72.3% | -98.3% | +170.5% | +71.9% |
| 3Y | +107.2% | -99.9% | +207.1% | +99.9% |
| 5Y | +23.2% | -99.9% | +123.0% | +20.0% |
| All | +39.2% | -99.9% | +139.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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