-100.0%
DFNS vs XME
+332.2%
-432.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.6% |
| 7D | -6.0% | +0.3% | -6.3% | -6.0% |
| 30D | -71.2% | -6.1% | -65.1% | -71.3% |
| 3M | -94.5% | -18.6% | -75.9% | -94.6% |
| 6M | -96.5% | -23.9% | -72.6% | -96.7% |
| YTD | -99.6% | -9.3% | -90.3% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.5% | -99.7% |
| 3Y | -100.0% | +93.0% | -193.0% | -100.0% |
| 5Y | -100.0% | +107.0% | -207.0% | -100.0% |
| All | -100.0% | +332.2% | -432.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling