-99.7%
DFNS vs ESTC
+0.3%
-100.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.8% | -6.8% |
| 7D | -42.8% | -1.2% | -41.6% | -42.0% |
| 30D | -67.6% | -8.1% | -59.4% | -65.6% |
| 3M | -94.9% | +20.2% | -115.0% | -95.9% |
| 6M | -96.7% | +72.7% | -169.5% | -98.1% |
| YTD | -99.6% | +19.6% | -119.3% | -99.8% |
| All | -99.7% | +0.3% | -100.0% | -99.9% |
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