-98.3%
DFNS vs EXEL
+59.2%
-157.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -16.0% | +8.4% | -24.4% | -21.9% |
| 30D | -77.7% | +4.1% | -81.8% | -78.8% |
| 3M | -77.2% | +12.4% | -89.6% | -77.6% |
| 6M | -95.2% | +41.5% | -136.7% | -95.6% |
| YTD | -98.0% | +34.6% | -132.6% | -98.1% |
| 1Y | -98.3% | +57.9% | -156.1% | -98.5% |
| All | -98.3% | +59.2% | -157.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling