-98.3%
DFNS vs EXEL
+54.7%
-153.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.5% |
| 7D | +4.6% | -0.3% | +5.0% | +4.9% |
| 30D | -73.9% | +10.1% | -84.0% | -76.3% |
| 3M | -71.7% | +10.1% | -81.8% | -71.9% |
| 6M | -94.6% | +37.7% | -132.2% | -94.9% |
| YTD | -98.1% | +33.1% | -131.2% | -98.2% |
| 1Y | -98.3% | +52.4% | -150.7% | -98.5% |
| All | -98.3% | +54.7% | -153.0% | -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