+71.1%
XLY vs DFNS
-99.9%
+170.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.4% |
| 7D | -3.9% | -3.3% | -0.5% | -3.9% |
| 30D | -6.1% | -73.1% | +67.0% | -6.1% |
| 3M | -1.2% | -71.4% | +70.2% | -1.4% |
| 6M | -1.8% | -93.8% | +92.1% | -2.0% |
| YTD | -5.9% | -98.0% | +92.2% | -6.1% |
| 1Y | -3.1% | -98.2% | +95.1% | -3.3% |
| 3Y | +36.0% | -99.9% | +135.9% | +34.6% |
| 5Y | +27.6% | -99.9% | +127.4% | +27.3% |
| All | +71.1% | -99.9% | +170.9% | +73.8% |
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