+0.5%
XLU vs DFNS
-73.8%
+74.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | +2.1% | +0.8% | +1.3% | +2.1% |
| 30D | -0.4% | -73.2% | +72.9% | -1.0% |
| 3M | +0.5% | -72.4% | +72.9% | -2.7% |
| All | +0.5% | -73.8% | +74.3% | -2.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling