-99.6%
DFNS vs ETHA
-31.0%
-68.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.7% | -24.1% | -21.9% |
| 7D | -27.7% | +2.1% | -29.8% | -29.2% |
| 30D | -58.0% | -10.7% | -47.3% | -55.2% |
| 3M | -94.0% | +29.0% | -122.9% | -95.3% |
| 6M | -94.6% | +2.7% | -97.3% | -94.9% |
| YTD | -99.4% | -18.7% | -80.8% | -99.4% |
| 1Y | -99.6% | -24.8% | -74.8% | -99.6% |
| All | -99.6% | -31.0% | -68.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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