+261.8%
XOM vs DFNS
-99.9%
+361.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.2% |
| 7D | 0.0% | +4.6% | -4.6% | +0.1% |
| 30D | +3.4% | -73.9% | +77.3% | +3.3% |
| 3M | +11.0% | -71.7% | +82.7% | +11.4% |
| 6M | +10.6% | -94.6% | +105.2% | +10.9% |
| YTD | +39.2% | -98.1% | +137.3% | +39.4% |
| 1Y | +52.7% | -98.3% | +151.0% | +52.9% |
| 3Y | +56.8% | -99.9% | +156.6% | +58.5% |
| 5Y | +261.8% | -99.9% | +361.7% | +329.5% |
| All | +261.8% | -99.9% | +361.7% | +329.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling