-99.9%
DFNS vs IT
+38.0%
-137.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.7% |
| 7D | +4.6% | -9.1% | +13.8% | +4.4% |
| 30D | -73.9% | -12.2% | -61.7% | -73.9% |
| 3M | -71.7% | +7.8% | -79.5% | -71.8% |
| 6M | -94.6% | +2.0% | -96.6% | -94.6% |
| YTD | -98.1% | -32.7% | -65.3% | -98.3% |
| 1Y | -98.3% | -31.1% | -67.2% | -98.5% |
| 3Y | -99.9% | -52.1% | -47.8% | -99.9% |
| 5Y | -99.9% | -46.3% | -53.6% | -99.9% |
| All | -99.9% | +38.0% | -137.8% | -99.9% |
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