-98.2%
DFNS vs UL
-10.0%
-88.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +3.0% |
| 7D | -3.3% | -4.1% | +0.7% | +0.9% |
| 30D | -73.1% | -1.2% | -71.9% | -73.6% |
| 3M | -71.4% | +6.0% | -77.4% | -69.8% |
| 6M | -93.8% | -5.5% | -88.4% | -93.7% |
| YTD | -98.0% | -3.3% | -94.7% | -98.0% |
| 1Y | -98.2% | -9.8% | -88.4% | -98.3% |
| All | -98.2% | -10.0% | -88.2% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling