-96.2%
DFNS vs ETR
-0.1%
-96.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.3% | -19.5% |
| 7D | -12.7% | +1.5% | -14.2% | -5.6% |
| 30D | -65.2% | +6.6% | -71.8% | -51.0% |
| 3M | -94.6% | +4.4% | -99.0% | -94.1% |
| 6M | -96.2% | -0.3% | -96.0% | -97.1% |
| All | -96.2% | -0.1% | -96.2% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling