-99.7%
DFNS vs XOP
+42.7%
-142.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.2% |
| 7D | -6.0% | +6.3% | -12.3% | -4.2% |
| 30D | -71.2% | -6.6% | -64.6% | -72.2% |
| 3M | -94.5% | +3.6% | -98.1% | -94.4% |
| 6M | -96.5% | +10.8% | -107.3% | -96.5% |
| YTD | -99.6% | +48.3% | -147.9% | -99.8% |
| 1Y | -99.7% | +42.9% | -142.6% | -99.8% |
| All | -99.7% | +42.7% | -142.4% | -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 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