-99.9%
DFNS vs XOP
+315.6%
-415.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.4% |
| 7D | -16.0% | +2.6% | -18.6% | -15.5% |
| 30D | -77.7% | +15.4% | -93.1% | -77.0% |
| 3M | -77.2% | +12.1% | -89.2% | -76.5% |
| 6M | -95.2% | +19.7% | -114.9% | -95.0% |
| YTD | -98.0% | +52.4% | -150.4% | -97.8% |
| 1Y | -98.3% | +47.6% | -145.8% | -98.1% |
| 3Y | -99.9% | +34.4% | -134.2% | -99.9% |
| 5Y | -99.9% | +154.4% | -254.2% | -99.8% |
| All | -99.9% | +315.6% | -415.5% | -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 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