-99.9%
DFNS vs UDR
+25.6%
-125.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.1% |
| 7D | -3.3% | -3.4% | 0.0% | -5.3% |
| 30D | -73.1% | -5.4% | -67.7% | -73.7% |
| 3M | -71.4% | -10.0% | -61.4% | -72.7% |
| 6M | -93.8% | -2.5% | -91.3% | -93.9% |
| YTD | -98.0% | -1.1% | -96.9% | -98.1% |
| 1Y | -98.2% | -3.9% | -94.3% | -98.2% |
| 3Y | -99.9% | +3.4% | -103.3% | -99.9% |
| 5Y | -99.9% | -18.9% | -81.0% | -99.9% |
| All | -99.9% | +25.6% | -125.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling