+41.0%
XLE vs DFNS
-99.7%
+140.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -7.9% | -42.8% | +34.9% | -8.1% |
| 30D | -4.8% | -67.6% | +62.7% | -5.4% |
| 3M | +8.4% | -94.9% | +103.2% | +6.9% |
| 6M | +12.7% | -96.7% | +109.4% | +17.2% |
| YTD | +41.3% | -99.6% | +140.9% | +56.6% |
| All | +41.0% | -99.7% | +140.8% | +56.9% |
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 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