-99.9%
DFNS vs UL
+22.5%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.8% | -1.3% | +2.1% | +0.7% |
| 30D | -73.2% | +0.9% | -74.1% | -73.2% |
| 3M | -72.4% | +14.2% | -86.7% | -71.4% |
| 6M | -95.2% | -3.2% | -92.0% | -95.4% |
| YTD | -98.0% | -0.3% | -97.7% | -98.0% |
| 1Y | -98.3% | -8.8% | -89.5% | -98.3% |
| 3Y | -99.9% | +23.9% | -123.7% | -99.9% |
| 5Y | -99.9% | +21.4% | -121.2% | -99.9% |
| All | -99.9% | +22.5% | -122.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling