-100.0%
DFNS vs ITW
+83.5%
-183.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.4% |
| 7D | -6.0% | +2.3% | -8.3% | -5.2% |
| 30D | -71.2% | +6.7% | -77.9% | -70.5% |
| 3M | -94.5% | -0.5% | -94.0% | -94.6% |
| 6M | -96.5% | +16.4% | -112.9% | -96.3% |
| YTD | -99.6% | +19.0% | -118.6% | -99.6% |
| 1Y | -99.7% | +20.2% | -119.9% | -99.7% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 5Y | -100.0% | +35.7% | -135.7% | -100.0% |
| All | -100.0% | +83.5% | -183.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling