+20.7%
XLK vs DFNS
-99.6%
+120.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.3% | +18.3% | +0.1% |
| 7D | -7.6% | -27.7% | +20.1% | -7.4% |
| 30D | -12.2% | -58.0% | +45.8% | -11.6% |
| 3M | -5.5% | -94.0% | +88.5% | -4.0% |
| 6M | +9.2% | -94.6% | +103.8% | +18.4% |
| YTD | +23.0% | -99.4% | +122.5% | +45.0% |
| 1Y | +20.7% | -99.6% | +120.4% | +45.2% |
| All | +20.7% | -99.6% | +120.3% | +45.2% |
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