+35.5%
XLV vs DFNS
-99.9%
+135.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.2% |
| 7D | -3.6% | -6.3% | +2.8% | -3.6% |
| 30D | -1.8% | -74.0% | +72.1% | -1.9% |
| 3M | +7.8% | -70.1% | +77.9% | +7.8% |
| 6M | +9.1% | -93.9% | +103.0% | +9.0% |
| YTD | +7.7% | -98.1% | +105.8% | +7.6% |
| 1Y | +20.4% | -98.3% | +118.7% | +20.2% |
| 3Y | +30.8% | -99.9% | +130.7% | +29.5% |
| All | +35.5% | -99.9% | +135.3% | +37.5% |
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 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