+145.6%
XLK vs DFNS
-99.9%
+245.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.4% |
| 7D | -0.4% | -3.3% | +2.9% | -0.4% |
| 30D | -0.5% | -73.1% | +72.6% | -0.5% |
| 3M | +5.0% | -71.4% | +76.4% | +5.0% |
| 6M | +32.9% | -93.8% | +126.7% | +32.9% |
| YTD | +29.0% | -98.0% | +127.0% | +28.9% |
| 1Y | +37.8% | -98.2% | +136.0% | +37.9% |
| 3Y | +118.7% | -99.9% | +218.6% | +117.4% |
| 5Y | +145.6% | -99.9% | +245.4% | +160.1% |
| All | +145.6% | -99.9% | +245.4% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling