-98.3%
DFNS vs IT
-24.5%
-73.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.6% |
| 7D | -16.0% | -6.0% | -10.0% | -13.4% |
| 30D | -77.7% | 0.0% | -77.7% | -78.2% |
| 3M | -77.2% | +13.1% | -90.3% | -80.1% |
| 6M | -95.2% | +11.7% | -106.9% | -95.8% |
| YTD | -98.0% | -26.1% | -71.9% | -98.1% |
| 1Y | -98.3% | -21.3% | -77.0% | -98.3% |
| All | -98.3% | -24.5% | -73.8% | -98.3% |
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