-98.3%
DFNS vs IT
-30.5%
-67.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.9% |
| 7D | +4.6% | -9.1% | +13.8% | +9.0% |
| 30D | -73.9% | -12.2% | -61.7% | -72.9% |
| 3M | -71.7% | +7.8% | -79.5% | -74.7% |
| 6M | -94.6% | +2.0% | -96.6% | -95.1% |
| YTD | -98.1% | -32.7% | -65.3% | -98.1% |
| 1Y | -98.3% | -31.1% | -67.2% | -98.3% |
| All | -98.3% | -30.5% | -67.8% | -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