+161.6%
OXY vs DFNS
-99.9%
+261.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.1% |
| 7D | +0.6% | +4.6% | -4.0% | +0.6% |
| 30D | +4.5% | -73.9% | +78.4% | +4.3% |
| 3M | +8.9% | -71.7% | +80.6% | +9.4% |
| 6M | +12.5% | -94.6% | +107.0% | +12.9% |
| YTD | +50.5% | -98.1% | +148.6% | +51.1% |
| 1Y | +38.6% | -98.3% | +136.9% | +39.2% |
| 3Y | -1.2% | -99.9% | +98.6% | -1.4% |
| 5Y | +161.6% | -99.9% | +261.5% | +242.8% |
| All | +161.6% | -99.9% | +261.5% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling