+393.8%
XOM vs DFNS
-99.9%
+493.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +1.9% | -3.3% | +5.2% | +1.9% |
| 30D | +4.1% | -73.1% | +77.2% | +3.9% |
| 3M | +10.4% | -71.4% | +81.8% | +10.8% |
| 6M | +13.0% | -93.8% | +106.9% | +13.3% |
| YTD | +40.1% | -98.0% | +138.1% | +40.2% |
| 1Y | +51.1% | -98.2% | +149.3% | +51.4% |
| 3Y | +57.7% | -99.9% | +157.6% | +60.8% |
| 5Y | +264.7% | -99.9% | +364.6% | +259.2% |
| All | +393.8% | -99.9% | +493.7% | +386.5% |
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 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