+327.7%
XLE vs DFNS
-99.9%
+427.5%
-27.0%
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 | +2.2% | -16.0% | +18.2% | +2.2% |
| 30D | +11.8% | -77.7% | +89.5% | +11.5% |
| 3M | +9.8% | -77.2% | +87.0% | +10.4% |
| 6M | +15.6% | -95.2% | +110.8% | +15.9% |
| YTD | +45.3% | -98.0% | +143.2% | +45.5% |
| 1Y | +48.3% | -98.3% | +146.6% | +48.6% |
| 3Y | +55.4% | -99.9% | +155.3% | +58.1% |
| 5Y | +216.1% | -99.9% | +316.0% | +211.4% |
| All | +327.7% | -99.9% | +427.5% | +322.3% |
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