+70.9%
XLV vs DFNS
-99.9%
+170.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -4.4% | -3.3% | -1.0% | -4.4% |
| 30D | -1.4% | -73.1% | +71.7% | -1.4% |
| 3M | +8.9% | -71.4% | +80.2% | +8.9% |
| 6M | +9.1% | -93.8% | +102.9% | +9.0% |
| YTD | +7.9% | -98.0% | +106.0% | +7.8% |
| 1Y | +22.7% | -98.2% | +120.9% | +22.6% |
| 3Y | +31.9% | -99.9% | +131.8% | +31.1% |
| 5Y | +34.9% | -99.9% | +134.7% | +32.7% |
| All | +70.9% | -99.9% | +170.8% | +69.0% |
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