+288.9%
OXY vs DFNS
-99.9%
+388.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +1.4% | -3.3% | +4.7% | +1.4% |
| 30D | +4.0% | -73.1% | +77.1% | +3.9% |
| 3M | +7.6% | -71.4% | +79.0% | +8.1% |
| 6M | +16.2% | -93.8% | +110.0% | +16.7% |
| YTD | +50.8% | -98.0% | +148.9% | +51.4% |
| 1Y | +34.7% | -98.2% | +132.9% | +35.3% |
| 3Y | -1.0% | -99.9% | +98.9% | -0.1% |
| 5Y | +163.2% | -99.9% | +263.0% | +157.0% |
| All | +288.9% | -99.9% | +388.7% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling