+48.3%
XLE vs DFNS
-98.3%
+146.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +2.2% | -16.0% | +18.2% | +2.1% |
| 30D | +11.8% | -77.7% | +89.5% | +11.1% |
| 3M | +9.8% | -77.2% | +87.0% | +13.7% |
| 6M | +15.6% | -95.2% | +110.8% | +22.3% |
| YTD | +45.3% | -98.0% | +143.2% | +54.9% |
| 1Y | +48.3% | -98.3% | +146.6% | +61.5% |
| All | +48.3% | -98.3% | +146.6% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling