-99.9%
DFNS vs ETR
+169.3%
-269.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.3% |
| 7D | -16.0% | +1.4% | -17.4% | -15.3% |
| 30D | -77.7% | +1.0% | -78.7% | -77.5% |
| 3M | -77.2% | -1.3% | -75.9% | -77.1% |
| 6M | -95.2% | +1.9% | -97.1% | -95.1% |
| YTD | -98.0% | +18.2% | -116.1% | -97.8% |
| 1Y | -98.3% | +24.7% | -122.9% | -98.1% |
| 3Y | -99.9% | +150.7% | -250.6% | -99.8% |
| 5Y | -99.9% | +127.0% | -226.9% | -99.8% |
| All | -99.9% | +169.3% | -269.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling