-5.5%
ETN vs DFNS
-99.6%
+94.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -18.3% | +8.5% | -9.8% |
| 7D | -10.1% | -27.7% | +17.5% | -10.1% |
| 30D | -18.4% | -58.0% | +39.6% | -18.4% |
| 3M | -20.4% | -94.0% | +73.6% | -20.7% |
| 6M | -16.0% | -94.6% | +78.6% | -10.0% |
| YTD | +11.8% | -99.4% | +111.2% | +32.4% |
| 1Y | -5.5% | -99.6% | +94.2% | +15.3% |
| All | -5.5% | -99.6% | +94.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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