+44.0%
XLP vs DFNS
-100.0%
+143.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.9% |
| 7D | +0.1% | -42.8% | +42.9% | 0.0% |
| 30D | +8.9% | -67.6% | +76.5% | +8.8% |
| 3M | +7.5% | -94.9% | +102.3% | +7.2% |
| 6M | +9.4% | -96.7% | +106.2% | +9.3% |
| YTD | +19.3% | -99.6% | +118.9% | +18.9% |
| 1Y | +21.7% | -99.7% | +121.5% | +21.3% |
| 3Y | +44.0% | -100.0% | +143.9% | +41.3% |
| All | +44.0% | -100.0% | +143.9% | +41.3% |
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