-99.9%
DFNS vs UDR
+30.0%
-129.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | -2.0% | -14.0% | -17.0% |
| 30D | -77.7% | -5.2% | -72.5% | -78.1% |
| 3M | -77.2% | -5.8% | -71.4% | -77.6% |
| 6M | -95.2% | -1.7% | -93.5% | -95.2% |
| YTD | -98.0% | +2.4% | -100.3% | -97.9% |
| 1Y | -98.3% | -2.1% | -96.2% | -98.3% |
| 3Y | -99.9% | +4.2% | -104.1% | -99.9% |
| 5Y | -99.9% | -20.0% | -79.9% | -99.9% |
| All | -99.9% | +30.0% | -129.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling