-100.0%
DFNS vs UDR
+26.2%
-126.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.2% | -18.2% | -21.2% |
| 7D | -12.7% | -2.4% | -10.3% | -16.5% |
| 30D | -65.2% | +6.7% | -71.9% | -61.3% |
| 3M | -94.6% | -1.8% | -92.8% | -94.6% |
| 6M | -96.2% | -1.8% | -94.5% | -96.3% |
| YTD | -99.6% | +2.5% | -102.1% | -99.6% |
| 1Y | -99.7% | +7.9% | -107.6% | -99.7% |
| All | -100.0% | +26.2% | -126.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling