-99.9%
DFNS vs UEC
+1,043.3%
-1,143.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.8% |
| 7D | +0.8% | +2.6% | -1.8% | +0.8% |
| 30D | -73.2% | +5.6% | -78.8% | -73.2% |
| 3M | -72.4% | -5.7% | -66.7% | -72.6% |
| 6M | -95.2% | -8.0% | -87.2% | -95.2% |
| YTD | -98.0% | +1.8% | -99.8% | -98.0% |
| 1Y | -98.3% | +0.6% | -98.8% | -98.2% |
| 3Y | -99.9% | +155.2% | -255.0% | -99.9% |
| 5Y | -99.9% | +305.8% | -405.7% | -99.9% |
| All | -99.9% | +1,043.3% | -1,143.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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