-100.0%
DFNS vs UEC
+37.5%
-137.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.1% | -13.1% | -3.6% |
| 7D | -42.8% | +1.5% | -44.3% | -42.8% |
| 30D | -67.6% | -17.1% | -50.5% | -67.3% |
| 3M | -94.9% | -32.3% | -62.5% | -94.8% |
| 6M | -96.7% | -49.7% | -47.0% | -96.7% |
| YTD | -99.6% | -34.8% | -64.9% | -99.6% |
| 1Y | -99.7% | -37.5% | -62.2% | -99.7% |
| 3Y | -100.0% | +37.1% | -137.0% | -100.0% |
| All | -100.0% | +37.5% | -137.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling