+259.9%
XLK vs DFNS
-99.9%
+359.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | -0.1% | -73.2% | +73.2% | 0.0% |
| 3M | +2.1% | -72.4% | +74.6% | +2.2% |
| 6M | +37.2% | -95.2% | +132.4% | +37.2% |
| YTD | +30.8% | -98.0% | +128.8% | +30.8% |
| 1Y | +42.6% | -98.3% | +140.9% | +42.6% |
| 3Y | +121.8% | -99.9% | +221.7% | +119.6% |
| 5Y | +145.7% | -99.9% | +245.5% | +152.1% |
| All | +259.9% | -99.9% | +359.7% | +280.6% |
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