-32.8%
INFY vs DD
+34.9%
-67.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | -5.4% | -3.5% | -1.9% | -5.2% |
| 30D | -9.9% | -11.7% | +1.8% | -9.2% |
| 3M | -4.6% | -9.2% | +4.7% | -4.0% |
| 6M | -18.5% | -7.2% | -11.3% | -18.7% |
| YTD | -36.5% | +6.6% | -43.1% | -37.6% |
| 1Y | -32.8% | +32.0% | -64.8% | -36.2% |
| All | -32.8% | +34.9% | -67.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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