-99.6%
DFNS vs IT
-17.9%
-81.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.5% | -19.8% | -18.9% |
| 7D | -27.7% | -5.5% | -22.2% | -27.0% |
| 30D | -58.0% | +10.3% | -68.3% | -60.4% |
| 3M | -94.0% | +11.5% | -105.5% | -94.6% |
| 6M | -94.6% | +40.3% | -134.9% | -96.0% |
| YTD | -99.4% | -17.9% | -81.6% | -99.5% |
| 1Y | -99.6% | -8.8% | -90.9% | -99.7% |
| All | -99.6% | -17.9% | -81.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling