-98.3%
DFNS vs ITW
+5.8%
-104.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -16.0% | -3.6% | -12.4% | -16.1% |
| 30D | -77.7% | -9.1% | -68.5% | -77.7% |
| 3M | -77.2% | +8.2% | -85.4% | -77.5% |
| 6M | -95.2% | -4.8% | -90.4% | -95.0% |
| YTD | -98.0% | +11.0% | -109.0% | -98.1% |
| 1Y | -98.3% | +4.2% | -102.5% | -98.1% |
| All | -98.3% | +5.8% | -104.0% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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