-99.9%
DFNS vs UDR
-20.7%
-79.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -6.2% |
| 7D | +4.6% | -3.3% | +7.9% | +2.0% |
| 30D | -73.9% | -5.6% | -68.2% | -74.8% |
| 3M | -71.7% | -9.4% | -62.3% | -73.3% |
| 6M | -94.6% | -3.0% | -91.6% | -94.7% |
| YTD | -98.1% | -0.4% | -97.7% | -98.1% |
| 1Y | -98.3% | -5.1% | -93.2% | -98.4% |
| 3Y | -99.9% | +4.2% | -104.1% | -99.9% |
| 5Y | -99.9% | -19.5% | -80.3% | -99.9% |
| All | -99.9% | -20.7% | -79.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling