-99.9%
DFNS vs UEC
+1,009.6%
-1,109.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | -6.9% | -9.1% | -15.9% |
| 30D | -77.7% | +7.6% | -85.3% | -77.7% |
| 3M | -77.2% | -18.4% | -58.8% | -77.3% |
| 6M | -95.2% | -23.3% | -71.9% | -95.2% |
| YTD | -98.0% | -1.2% | -96.8% | -98.0% |
| 1Y | -98.3% | +2.3% | -100.6% | -98.2% |
| 3Y | -99.9% | +162.3% | -262.1% | -99.9% |
| 5Y | -99.9% | +287.2% | -387.1% | -99.8% |
| All | -99.9% | +1,009.6% | -1,109.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling