+43.7%
XLP vs DFNS
-100.0%
+143.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.6% | +18.9% | -0.8% |
| 7D | +3.5% | -37.4% | +40.9% | +3.4% |
| 30D | +11.6% | -65.8% | +77.4% | +11.5% |
| 3M | +7.6% | -95.0% | +102.7% | +7.4% |
| 6M | +10.0% | -95.8% | +105.9% | +9.9% |
| YTD | +19.7% | -99.5% | +119.3% | +19.3% |
| 1Y | +23.5% | -99.7% | +123.2% | +23.0% |
| All | +43.7% | -100.0% | +143.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling