+154.9%
XLI vs DFNS
-100.0%
+254.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | +3.8% | -6.0% | +9.7% | +3.8% |
| 30D | +1.0% | -71.2% | +72.2% | +0.9% |
| 3M | -8.9% | -94.5% | +85.6% | -9.2% |
| 6M | -2.3% | -96.5% | +94.3% | -2.3% |
| YTD | +9.7% | -99.6% | +109.3% | +9.4% |
| 1Y | +12.3% | -99.7% | +112.0% | +12.0% |
| 3Y | +71.5% | -100.0% | +171.4% | +72.4% |
| 5Y | +70.2% | -100.0% | +170.2% | +70.1% |
| All | +154.9% | -100.0% | +254.8% | +156.8% |
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