-99.9%
DFNS vs XOP
+325.0%
-424.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.5% |
| 7D | +4.6% | +1.0% | +3.7% | +4.9% |
| 30D | -73.9% | +10.8% | -84.7% | -73.3% |
| 3M | -71.7% | +19.5% | -91.2% | -70.5% |
| 6M | -94.6% | +21.6% | -116.2% | -94.3% |
| YTD | -98.1% | +55.8% | -153.9% | -97.9% |
| 1Y | -98.3% | +54.6% | -153.0% | -98.2% |
| 3Y | -99.9% | +36.6% | -136.5% | -99.9% |
| 5Y | -99.9% | +160.6% | -260.5% | -99.9% |
| All | -99.9% | +325.0% | -424.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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