+70.1%
XLU vs DFNS
-99.9%
+169.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -1.2% |
| 7D | +0.6% | +4.6% | -4.0% | +0.6% |
| 30D | -0.4% | -73.9% | +73.4% | -0.6% |
| 3M | -1.7% | -71.7% | +70.0% | -1.3% |
| 6M | -7.1% | -94.6% | +87.5% | -6.9% |
| YTD | +1.9% | -98.1% | +100.0% | +2.1% |
| 1Y | +6.1% | -98.3% | +104.4% | +6.3% |
| 3Y | +48.8% | -99.9% | +148.6% | +46.8% |
| 5Y | +43.8% | -99.9% | +143.7% | +41.7% |
| All | +70.1% | -99.9% | +169.9% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling