-98.3%
DFNS vs XEL
+7.2%
-105.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | -0.9% |
| 7D | -16.0% | -1.0% | -15.0% | -17.7% |
| 30D | -77.7% | -1.9% | -75.8% | -78.1% |
| 3M | -77.2% | -1.9% | -75.3% | -78.6% |
| 6M | -95.2% | -7.4% | -87.7% | -95.4% |
| YTD | -98.0% | +4.1% | -102.0% | -98.0% |
| 1Y | -98.3% | +8.0% | -106.3% | -98.2% |
| All | -98.3% | +7.2% | -105.5% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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