-99.9%
DFNS vs UL
+27.0%
-126.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | -1.3% | -14.7% | -16.0% |
| 30D | -77.7% | +0.5% | -78.2% | -77.7% |
| 3M | -77.2% | +17.6% | -94.8% | -76.3% |
| 6M | -95.2% | -5.4% | -89.8% | -95.3% |
| YTD | -98.0% | +0.7% | -98.7% | -98.0% |
| 1Y | -98.3% | -9.3% | -89.0% | -98.3% |
| 3Y | -99.9% | +24.5% | -124.4% | -99.9% |
| 5Y | -99.9% | +23.2% | -123.1% | -99.9% |
| All | -99.9% | +27.0% | -126.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling