+313.8%
XLE vs DFNS
-100.0%
+413.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.2% | +12.2% | 0.0% |
| 7D | -12.0% | -44.0% | +32.0% | -12.1% |
| 30D | -2.7% | -69.1% | +66.4% | -3.0% |
| 3M | +6.6% | -95.6% | +102.2% | +5.9% |
| 6M | +9.5% | -96.2% | +105.7% | +9.7% |
| YTD | +40.6% | -99.6% | +140.2% | +40.3% |
| 1Y | +43.6% | -99.7% | +143.3% | +43.2% |
| 3Y | +58.1% | -100.0% | +158.1% | +60.4% |
| 5Y | +152.2% | -100.0% | +252.2% | +148.2% |
| All | +313.8% | -100.0% | +413.8% | +307.2% |
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