-95.4%
DFNS vs XOP
+8.4%
-103.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.6% | +10.1% | +15.7% |
| 7D | -13.0% | +0.5% | -13.5% | -14.0% |
| 30D | -56.9% | -7.3% | -49.6% | -62.0% |
| 3M | -93.2% | +1.4% | -94.6% | -92.6% |
| 6M | -95.4% | +7.8% | -103.2% | -94.4% |
| All | -95.4% | +8.4% | -103.8% | -94.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling