+46.7%
XLU vs DFNS
-99.9%
+146.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -1.2% | -3.3% | +2.2% | -1.2% |
| 30D | -2.5% | -73.1% | +70.6% | -2.7% |
| 3M | -2.7% | -71.4% | +68.6% | -2.3% |
| 6M | -7.5% | -93.8% | +86.4% | -7.2% |
| YTD | +0.9% | -98.0% | +99.0% | +1.1% |
| 1Y | +3.3% | -98.2% | +101.5% | +3.5% |
| All | +46.7% | -99.9% | +146.6% | +44.5% |
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 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