+22.4%
XLP vs DFNS
-99.8%
+122.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.2% | +10.9% | -1.3% |
| 7D | +0.7% | -44.0% | +44.7% | +0.8% |
| 30D | +10.3% | -69.1% | +79.4% | +10.4% |
| 3M | +6.5% | -95.6% | +102.2% | +7.0% |
| 6M | +8.4% | -96.2% | +104.6% | +6.9% |
| YTD | +18.2% | -99.6% | +117.8% | +17.5% |
| 1Y | +22.4% | -99.7% | +122.2% | +21.2% |
| All | +22.4% | -99.8% | +122.2% | +21.2% |
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