-99.9%
DFNS vs XEL
+29.4%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -5.1% |
| 7D | +4.6% | +0.9% | +3.7% | +5.1% |
| 30D | -73.9% | -0.9% | -73.0% | -73.9% |
| 3M | -71.7% | -1.4% | -70.3% | -71.7% |
| 6M | -94.6% | -5.8% | -88.8% | -94.6% |
| YTD | -98.1% | +4.7% | -102.8% | -98.0% |
| 1Y | -98.3% | +9.1% | -107.4% | -98.3% |
| 3Y | -99.9% | +47.8% | -147.7% | -99.9% |
| 5Y | -99.9% | +29.0% | -128.9% | -99.9% |
| All | -99.9% | +29.4% | -129.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling