+165.7%
XLF vs DFNS
-99.9%
+265.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | 0.0% | -16.0% | +16.0% | 0.0% |
| 30D | +0.2% | -77.7% | +77.9% | +0.1% |
| 3M | +11.7% | -77.2% | +88.9% | +11.8% |
| 6M | +13.8% | -95.2% | +109.0% | +13.7% |
| YTD | +7.0% | -98.0% | +105.0% | +6.8% |
| 1Y | +9.1% | -98.3% | +107.4% | +8.9% |
| 3Y | +75.6% | -99.9% | +175.5% | +75.9% |
| 5Y | +66.4% | -99.9% | +166.3% | +62.0% |
| All | +165.7% | -99.9% | +265.5% | +158.5% |
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