-99.9%
DFNS vs XME
+179.6%
-279.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | +0.8% | +3.6% | -2.8% | +1.1% |
| 30D | -73.2% | +3.6% | -76.9% | -73.1% |
| 3M | -72.4% | +1.2% | -73.7% | -73.1% |
| 6M | -95.2% | +9.0% | -104.3% | -95.2% |
| YTD | -98.0% | +15.9% | -113.9% | -97.9% |
| 1Y | -98.3% | +43.2% | -141.4% | -98.1% |
| 3Y | -99.9% | +137.4% | -237.2% | -99.8% |
| 5Y | -99.9% | +185.0% | -284.9% | -99.8% |
| All | -99.9% | +179.6% | -279.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling