-99.7%
DFNS vs ESTC
-2.5%
-97.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.2% | -14.5% | -14.0% |
| 7D | -44.0% | -11.5% | -32.5% | -38.0% |
| 30D | -69.1% | -7.5% | -61.6% | -67.5% |
| 3M | -95.6% | +23.1% | -118.7% | -96.7% |
| 6M | -96.2% | +75.3% | -171.5% | -97.8% |
| YTD | -99.6% | +14.1% | -113.7% | -99.8% |
| 1Y | -99.7% | -0.6% | -99.2% | -99.8% |
| All | -99.7% | -2.5% | -97.3% | -99.8% |
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