-98.3%
DFNS vs XME
+46.4%
-144.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -16.0% | -0.1% | -15.9% | -16.0% |
| 30D | -77.7% | +6.0% | -83.7% | -79.2% |
| 3M | -77.2% | -7.7% | -69.4% | -76.0% |
| 6M | -95.2% | +1.0% | -96.1% | -95.5% |
| YTD | -98.0% | +14.6% | -112.6% | -98.5% |
| 1Y | -98.3% | +46.0% | -144.2% | -99.2% |
| All | -98.3% | +46.4% | -144.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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