-99.9%
DFNS vs UL
+23.6%
-123.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -4.7% |
| 7D | +4.6% | -3.2% | +7.9% | +4.5% |
| 30D | -73.9% | -0.6% | -73.3% | -73.9% |
| 3M | -71.7% | +9.4% | -81.1% | -71.1% |
| 6M | -94.6% | -4.1% | -90.5% | -94.7% |
| YTD | -98.1% | -2.0% | -96.1% | -98.1% |
| 1Y | -98.3% | -9.0% | -89.3% | -98.4% |
| 3Y | -99.9% | +21.8% | -121.7% | -99.9% |
| 5Y | -99.9% | +20.6% | -120.5% | -99.9% |
| All | -99.9% | +23.6% | -123.5% | -99.9% |
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