+19.4%
ETN vs DFNS
-98.2%
+117.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.0% |
| 7D | +3.5% | -6.3% | +9.9% | +3.5% |
| 30D | -7.5% | -74.0% | +66.4% | -7.5% |
| 3M | +8.3% | -70.1% | +78.5% | +14.7% |
| 6M | +20.2% | -93.9% | +114.1% | +35.0% |
| YTD | +34.7% | -98.1% | +132.8% | +60.0% |
| 1Y | +19.4% | -98.3% | +117.7% | +38.1% |
| All | +19.4% | -98.2% | +117.6% | +38.1% |
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