-99.9%
DFNS vs ITW
+18.4%
-118.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -6.2% |
| 7D | +4.6% | -1.9% | +6.5% | +2.7% |
| 30D | -73.9% | -10.4% | -63.5% | -76.4% |
| 3M | -71.7% | +3.5% | -75.2% | -69.4% |
| 6M | -94.6% | -3.4% | -91.2% | -94.5% |
| YTD | -98.1% | +8.5% | -106.6% | -97.8% |
| 1Y | -98.3% | +3.2% | -101.5% | -98.2% |
| All | -99.9% | +18.4% | -118.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling