-98.3%
DFNS vs ESTC
+7.3%
-105.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +3.8% |
| 7D | -16.0% | -8.1% | -7.9% | -10.5% |
| 30D | -77.7% | +31.7% | -109.4% | -82.6% |
| 3M | -77.2% | +41.1% | -118.2% | -83.8% |
| 6M | -95.2% | +77.1% | -172.2% | -96.9% |
| YTD | -98.0% | +21.7% | -119.7% | -98.8% |
| 1Y | -98.3% | +8.4% | -106.6% | -98.9% |
| All | -98.3% | +7.3% | -105.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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