+34.1%
XLP vs DFNS
-99.9%
+133.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.0% | -16.0% | +15.0% | -1.0% |
| 30D | -0.9% | -77.7% | +76.8% | -1.0% |
| 3M | +3.8% | -77.2% | +81.0% | +3.8% |
| 6M | -1.7% | -95.2% | +93.4% | -1.9% |
| YTD | +10.3% | -98.0% | +108.2% | +10.0% |
| 1Y | +7.8% | -98.3% | +106.1% | +7.6% |
| 3Y | +27.2% | -99.9% | +127.1% | +24.7% |
| All | +34.1% | -99.9% | +133.9% | +30.6% |
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 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