-99.6%
DFNS vs ETR
+18.6%
-118.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.5% | +13.3% |
| 7D | -13.0% | +0.1% | -13.1% | -13.5% |
| 30D | -56.9% | +7.7% | -64.6% | -47.8% |
| 3M | -93.2% | +5.7% | -98.9% | -92.2% |
| 6M | -95.4% | -0.3% | -95.2% | -95.4% |
| YTD | -99.5% | +23.4% | -122.9% | -99.5% |
| 1Y | -99.6% | +18.5% | -118.1% | -99.6% |
| All | -99.6% | +18.6% | -118.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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