-98.3%
DFNS vs XOP
+54.2%
-152.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.4% |
| 7D | +4.6% | +1.0% | +3.7% | +5.0% |
| 30D | -73.9% | +10.8% | -84.7% | -72.9% |
| 3M | -71.7% | +19.5% | -91.2% | -71.5% |
| 6M | -94.6% | +21.6% | -116.2% | -94.9% |
| YTD | -98.1% | +55.8% | -153.9% | -98.6% |
| 1Y | -98.3% | +54.6% | -153.0% | -98.7% |
| All | -98.3% | +54.2% | -152.5% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling