-98.3%
DFNS vs XEL
+7.7%
-106.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.3% |
| 7D | -6.3% | -0.3% | -6.1% | -6.9% |
| 30D | -74.0% | -3.9% | -70.0% | -75.5% |
| 3M | -70.1% | -2.8% | -67.3% | -72.1% |
| 6M | -93.9% | -5.4% | -88.5% | -94.3% |
| YTD | -98.1% | +3.8% | -101.8% | -98.2% |
| 1Y | -98.3% | +6.8% | -105.1% | -98.1% |
| All | -98.3% | +7.7% | -106.0% | -98.1% |
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