-100.0%
DFNS vs XEL
+49.6%
-149.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.5% | -19.8% | -19.2% |
| 7D | -12.7% | +1.4% | -14.1% | -12.2% |
| 30D | -65.2% | +9.2% | -74.4% | -63.9% |
| 3M | -94.6% | +4.5% | -99.1% | -94.5% |
| 6M | -96.2% | +3.6% | -99.8% | -96.1% |
| YTD | -99.6% | +12.9% | -112.5% | -99.6% |
| 1Y | -99.7% | +4.1% | -103.8% | -99.7% |
| 3Y | -100.0% | +52.3% | -152.3% | -100.0% |
| 5Y | -100.0% | +51.6% | -151.6% | -100.0% |
| All | -100.0% | +49.6% | -149.5% | -100.0% |
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