-100.0%
DFNS vs UL
+31.7%
-131.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.9% |
| 7D | -42.8% | +0.3% | -43.1% | -42.7% |
| 30D | -67.6% | +7.0% | -74.5% | -67.4% |
| 3M | -94.9% | +5.8% | -100.7% | -94.8% |
| 6M | -96.7% | +16.1% | -112.9% | -96.6% |
| YTD | -99.6% | +4.5% | -104.1% | -99.6% |
| 1Y | -99.7% | -1.3% | -98.5% | -99.7% |
| 3Y | -100.0% | +35.0% | -134.9% | -100.0% |
| 5Y | -100.0% | +31.9% | -131.9% | -100.0% |
| All | -100.0% | +31.7% | -131.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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