+280.0%
OXY vs DFNS
-99.9%
+379.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.6% | -16.0% | +17.6% | +1.6% |
| 30D | +11.6% | -77.7% | +89.3% | +11.4% |
| 3M | +2.8% | -77.2% | +80.0% | +3.2% |
| 6M | +13.0% | -95.2% | +108.2% | +13.5% |
| YTD | +47.4% | -98.0% | +145.3% | +48.0% |
| 1Y | +31.5% | -98.3% | +129.7% | +32.0% |
| 3Y | -1.9% | -99.9% | +97.9% | -1.0% |
| 5Y | +148.0% | -99.9% | +247.8% | +141.6% |
| All | +280.0% | -99.9% | +379.9% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling