+409.9%
XOM vs DFNS
-100.0%
+509.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.5% |
| 7D | +2.8% | -6.0% | +8.8% | +2.8% |
| 30D | -3.6% | -71.2% | +67.6% | -3.8% |
| 3M | +8.2% | -94.5% | +102.8% | +7.9% |
| 6M | +14.0% | -96.5% | +110.6% | +14.2% |
| YTD | +44.6% | -99.6% | +144.2% | +44.5% |
| 1Y | +47.8% | -99.7% | +147.5% | +47.7% |
| 3Y | +79.6% | -100.0% | +179.5% | +82.7% |
| 5Y | +214.3% | -100.0% | +314.3% | +209.5% |
| All | +409.9% | -100.0% | +509.8% | +401.4% |
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