-99.9%
DFNS vs XOP
+36.7%
-136.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | +0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +1.3% |
| 30D | -73.2% | +16.5% | -89.8% | -70.3% |
| 3M | -72.4% | +15.7% | -88.2% | -69.0% |
| 6M | -95.2% | +19.2% | -114.4% | -94.5% |
| YTD | -98.0% | +55.0% | -152.9% | -97.3% |
| 1Y | -98.3% | +54.2% | -152.4% | -97.7% |
| 3Y | -99.9% | +35.9% | -135.7% | -99.8% |
| All | -99.9% | +36.7% | -136.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling