-100.0%
DFNS vs IT
+54.6%
-154.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.0% | -8.2% | -12.3% |
| 7D | -44.0% | -16.9% | -27.1% | -44.3% |
| 30D | -69.1% | +2.3% | -71.5% | -69.1% |
| 3M | -95.6% | +2.9% | -98.5% | -95.6% |
| 6M | -96.2% | +25.9% | -122.0% | -96.1% |
| YTD | -99.6% | -24.6% | -75.0% | -99.6% |
| 1Y | -99.7% | -16.0% | -83.7% | -99.8% |
| 3Y | -100.0% | -51.6% | -48.4% | -100.0% |
| 5Y | -100.0% | -42.6% | -57.3% | -100.0% |
| All | -100.0% | +54.6% | -154.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling