+42.0%
XLP vs DFNS
-100.0%
+142.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.2% | +10.9% | -1.3% |
| 7D | +0.7% | -44.0% | +44.7% | +0.7% |
| 30D | +10.3% | -69.1% | +79.4% | +10.2% |
| 3M | +6.5% | -95.6% | +102.2% | +6.3% |
| 6M | +8.4% | -96.2% | +104.6% | +8.3% |
| YTD | +18.2% | -99.6% | +117.8% | +17.8% |
| 1Y | +22.4% | -99.7% | +122.2% | +22.0% |
| 3Y | +41.9% | -100.0% | +141.9% | +39.1% |
| All | +42.0% | -100.0% | +142.0% | +38.5% |
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