-96.5%
DFNS vs ITOT
+2.6%
-99.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.0% |
| 7D | -6.0% | +2.5% | -8.5% | -14.1% |
| 30D | -71.2% | -1.7% | -69.5% | -68.4% |
| 3M | -94.5% | -3.4% | -91.2% | -93.4% |
| 6M | -96.5% | +2.1% | -98.6% | -96.6% |
| All | -96.5% | +2.6% | -99.1% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling