-100.0%
DFNS vs EXEL
+281.2%
-381.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -6.0% |
| 7D | -6.0% | -0.8% | -5.2% | -6.3% |
| 30D | -71.2% | +13.1% | -84.3% | -69.8% |
| 3M | -94.5% | +36.3% | -130.9% | -93.7% |
| 6M | -96.5% | +34.5% | -131.1% | -96.3% |
| YTD | -99.6% | +57.4% | -157.1% | -99.5% |
| 1Y | -99.7% | +62.9% | -162.6% | -99.6% |
| 3Y | -100.0% | +229.5% | -329.5% | -100.0% |
| All | -100.0% | +281.2% | -381.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling