+273.5%
OXY vs DFNS
-100.0%
+373.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.6% |
| 7D | +4.2% | -6.0% | +10.2% | +4.2% |
| 30D | -4.3% | -71.2% | +66.9% | -4.5% |
| 3M | +2.3% | -94.5% | +96.8% | +1.9% |
| 6M | +5.5% | -96.5% | +102.1% | +5.7% |
| YTD | +44.9% | -99.6% | +144.5% | +45.1% |
| 1Y | +42.6% | -99.7% | +142.3% | +42.8% |
| 3Y | +0.7% | -100.0% | +100.7% | +1.4% |
| 5Y | +96.9% | -100.0% | +196.8% | +92.2% |
| All | +273.5% | -100.0% | +373.5% | +263.9% |
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