+160.1%
XLF vs DFNS
-99.9%
+259.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.3% |
| 7D | -2.9% | -3.3% | +0.5% | -2.9% |
| 30D | -1.6% | -73.1% | +71.5% | -1.7% |
| 3M | +9.3% | -71.4% | +80.6% | +9.4% |
| 6M | +14.6% | -93.8% | +108.4% | +14.5% |
| YTD | +4.7% | -98.0% | +102.8% | +4.5% |
| 1Y | +8.6% | -98.2% | +106.8% | +8.5% |
| 3Y | +73.9% | -99.9% | +173.7% | +74.2% |
| 5Y | +65.0% | -99.9% | +164.9% | +60.9% |
| All | +160.1% | -99.9% | +259.9% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling