-100.0%
DFNS vs ESTC
+13.7%
-113.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | -2.6% | -10.3% | -12.0% |
| 30D | -56.9% | -8.6% | -48.3% | -55.5% |
| 3M | -93.2% | +14.4% | -107.6% | -93.6% |
| 6M | -95.4% | +73.3% | -168.7% | -96.3% |
| YTD | -99.5% | +15.7% | -115.2% | -99.6% |
| 1Y | -99.6% | -7.6% | -92.1% | -99.7% |
| All | -100.0% | +13.7% | -113.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling