+28.4%
XLY vs DFNS
-99.9%
+128.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | -1.7% | -6.3% | +4.7% | -1.7% |
| 30D | -4.2% | -74.0% | +69.8% | -4.1% |
| 3M | -2.7% | -70.1% | +67.5% | -2.9% |
| 6M | -0.6% | -93.9% | +93.3% | -0.9% |
| YTD | -5.0% | -98.1% | +93.1% | -5.3% |
| 1Y | -4.1% | -98.3% | +94.2% | -4.3% |
| 3Y | +33.6% | -99.9% | +133.5% | +32.1% |
| All | +28.4% | -99.9% | +128.3% | +35.3% |
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 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