-100.0%
DFNS vs XOP
+281.0%
-381.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.9% |
| 7D | -42.8% | -10.0% | -32.8% | -44.2% |
| 30D | -67.6% | -9.1% | -58.5% | -68.2% |
| 3M | -94.9% | +5.1% | -99.9% | -94.8% |
| 6M | -96.7% | +6.4% | -103.1% | -96.7% |
| YTD | -99.6% | +39.7% | -139.3% | -99.6% |
| 1Y | -99.7% | +37.2% | -137.0% | -99.7% |
| 3Y | -100.0% | +37.6% | -137.6% | -100.0% |
| 5Y | -100.0% | +76.5% | -176.5% | -100.0% |
| All | -100.0% | +281.0% | -381.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling