-100.0%
DFNS vs IT
+56.2%
-156.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | -6.0% | +1.1% | -7.0% | -6.0% |
| 30D | -71.2% | -1.8% | -69.3% | -71.2% |
| 3M | -94.5% | +4.8% | -99.4% | -94.5% |
| 6M | -96.5% | +33.0% | -129.6% | -96.5% |
| YTD | -99.6% | -23.8% | -75.8% | -99.7% |
| 1Y | -99.7% | -16.5% | -83.2% | -99.7% |
| 3Y | -100.0% | -53.6% | -46.3% | -100.0% |
| 5Y | -100.0% | -42.1% | -57.8% | -100.0% |
| All | -100.0% | +56.2% | -156.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling