-99.6%
DFNS vs UDR
+14.9%
-114.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -21.9% | -17.2% |
| 7D | -27.7% | +7.2% | -34.9% | -26.2% |
| 30D | -58.0% | +10.5% | -68.4% | -56.7% |
| 3M | -94.0% | -2.3% | -91.7% | -93.9% |
| 6M | -94.6% | +4.0% | -98.6% | -95.1% |
| YTD | -99.4% | +5.6% | -105.0% | -99.5% |
| 1Y | -99.6% | +13.0% | -112.7% | -99.7% |
| All | -99.6% | +14.9% | -114.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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