+14.7%
XLF vs DFNS
-99.6%
+114.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -18.3% | +21.9% | +3.6% |
| 7D | +5.5% | -27.7% | +33.1% | +5.6% |
| 30D | +9.9% | -58.0% | +67.8% | +10.3% |
| 3M | +2.6% | -94.0% | +96.6% | +3.9% |
| 6M | +15.6% | -94.6% | +110.2% | +19.2% |
| YTD | +9.4% | -99.4% | +108.8% | +20.3% |
| 1Y | +14.7% | -99.6% | +114.4% | +27.1% |
| All | +14.7% | -99.6% | +114.3% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling