+380.2%
XOM vs DFNS
-99.9%
+480.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.4% |
| 30D | +5.7% | -73.2% | +78.9% | +5.5% |
| 3M | +6.6% | -72.4% | +79.0% | +6.9% |
| 6M | +7.7% | -95.2% | +102.9% | +7.9% |
| YTD | +36.2% | -98.0% | +134.2% | +36.4% |
| 1Y | +50.5% | -98.3% | +148.7% | +50.7% |
| 3Y | +53.4% | -99.9% | +153.2% | +56.4% |
| 5Y | +254.2% | -99.9% | +354.0% | +248.8% |
| All | +380.2% | -99.9% | +480.0% | +373.1% |
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