+44.2%
XLU vs DFNS
-99.9%
+144.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -1.6% | -6.3% | +4.7% | -1.6% |
| 30D | -3.3% | -74.0% | +70.7% | -3.5% |
| 3M | -3.2% | -70.1% | +67.0% | -2.7% |
| 6M | -7.0% | -93.9% | +87.0% | -6.7% |
| YTD | +0.6% | -98.1% | +98.7% | +0.7% |
| 1Y | +2.4% | -98.3% | +100.7% | +2.6% |
| 3Y | +46.3% | -99.9% | +146.1% | +43.9% |
| All | +44.2% | -99.9% | +144.1% | +46.7% |
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 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