-99.6%
DFNS vs IT
-15.3%
-84.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.6% | +11.9% |
| 7D | -13.0% | -6.8% | -6.1% | -10.1% |
| 30D | -56.9% | -0.6% | -56.3% | -57.2% |
| 3M | -93.2% | +3.1% | -96.3% | -93.6% |
| 6M | -95.4% | +25.5% | -120.9% | -96.3% |
| YTD | -99.5% | -23.5% | -76.0% | -99.6% |
| 1Y | -99.6% | -16.6% | -83.0% | -99.7% |
| All | -99.6% | -15.3% | -84.4% | -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