-99.9%
DFNS vs IT
-44.6%
-55.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -1.0% |
| 7D | +0.8% | -9.1% | +9.9% | +0.6% |
| 30D | -73.2% | -7.0% | -66.2% | -73.3% |
| 3M | -72.4% | +7.6% | -80.1% | -72.6% |
| 6M | -95.2% | +2.1% | -97.3% | -95.3% |
| YTD | -98.0% | -31.6% | -66.4% | -98.2% |
| 1Y | -98.3% | -29.9% | -68.3% | -98.5% |
| 3Y | -99.9% | -51.3% | -48.6% | -99.9% |
| 5Y | -99.9% | -44.8% | -55.1% | -99.9% |
| All | -99.9% | -44.6% | -55.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling