+259.5%
XLK vs DFNS
-99.9%
+359.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +1.3% |
| 7D | +0.2% | -6.3% | +6.6% | +0.2% |
| 30D | -0.6% | -74.0% | +73.3% | -0.6% |
| 3M | +2.6% | -70.1% | +72.7% | +2.6% |
| 6M | +34.0% | -93.9% | +127.9% | +34.0% |
| YTD | +30.7% | -98.1% | +128.8% | +30.6% |
| 1Y | +39.2% | -98.3% | +137.5% | +39.2% |
| 3Y | +120.4% | -99.9% | +220.3% | +118.4% |
| 5Y | +148.8% | -99.9% | +248.7% | +155.3% |
| All | +259.5% | -99.9% | +359.3% | +280.2% |
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 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