-99.6%
DFNS vs EXEL
+92.4%
-192.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.6% | -18.9% | -18.8% |
| 7D | -27.7% | +9.8% | -37.4% | -32.8% |
| 30D | -58.0% | +23.6% | -81.6% | -64.2% |
| 3M | -94.0% | +29.9% | -123.9% | -95.2% |
| 6M | -94.6% | +64.7% | -159.3% | -95.4% |
| YTD | -99.4% | +66.0% | -165.4% | -99.5% |
| 1Y | -99.6% | +92.0% | -191.6% | -99.7% |
| All | -99.6% | +92.4% | -192.1% | -99.7% |
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