-98.3%
DFNS vs ETR
+26.7%
-125.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -7.4% |
| 7D | +4.6% | +0.4% | +4.3% | +5.2% |
| 30D | -73.9% | +2.0% | -75.9% | -72.3% |
| 3M | -71.7% | -1.7% | -70.0% | -73.9% |
| 6M | -94.6% | +3.6% | -98.2% | -95.1% |
| YTD | -98.1% | +18.0% | -116.1% | -98.5% |
| 1Y | -98.3% | +26.2% | -124.5% | -98.6% |
| All | -98.3% | +26.7% | -125.0% | -98.6% |
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