-99.9%
DFNS vs XEL
+37.4%
-137.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | -6.3% | -0.3% | -6.1% | -6.5% |
| 30D | -74.0% | -3.9% | -70.0% | -74.3% |
| 3M | -70.1% | -2.8% | -67.3% | -70.3% |
| 6M | -93.9% | -5.4% | -88.5% | -94.0% |
| YTD | -98.1% | +3.8% | -101.8% | -98.1% |
| 1Y | -98.3% | +6.8% | -105.1% | -98.3% |
| 3Y | -99.9% | +45.6% | -145.5% | -99.9% |
| 5Y | -99.9% | +30.7% | -130.6% | -99.9% |
| All | -99.9% | +37.4% | -137.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling