-99.9%
DFNS vs XME
+449.1%
-549.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.7% |
| 7D | +4.6% | -0.2% | +4.9% | +4.6% |
| 30D | -73.9% | +1.4% | -75.3% | -73.9% |
| 3M | -71.7% | +2.7% | -74.4% | -72.1% |
| 6M | -94.6% | +6.5% | -101.1% | -94.6% |
| YTD | -98.1% | +15.2% | -113.3% | -98.0% |
| 1Y | -98.3% | +43.5% | -141.8% | -98.2% |
| 3Y | -99.9% | +135.9% | -235.8% | -99.9% |
| 5Y | -99.9% | +181.5% | -281.3% | -99.8% |
| All | -99.9% | +449.1% | -549.0% | -99.8% |
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