+199.8%
CVX vs DFNS
-99.9%
+299.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +3.3% | -16.0% | +19.3% | +3.3% |
| 30D | +12.9% | -77.7% | +90.6% | +12.5% |
| 3M | +11.7% | -77.2% | +88.9% | +12.4% |
| 6M | +14.1% | -95.2% | +109.3% | +14.5% |
| YTD | +40.7% | -98.0% | +138.7% | +40.9% |
| 1Y | +37.5% | -98.3% | +135.8% | +37.8% |
| 3Y | +43.9% | -99.9% | +143.8% | +46.4% |
| 5Y | +161.5% | -99.9% | +261.3% | +156.6% |
| All | +199.8% | -99.9% | +299.7% | +195.7% |
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