-99.9%
DFNS vs ULTA
+171.4%
-271.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | -6.3% | -3.1% | -3.3% | -5.8% |
| 30D | -74.0% | +2.8% | -76.8% | -74.3% |
| 3M | -70.1% | +14.8% | -84.9% | -70.8% |
| 6M | -93.9% | -16.2% | -77.7% | -94.0% |
| YTD | -98.1% | -9.6% | -88.5% | -98.1% |
| 1Y | -98.3% | +4.8% | -103.1% | -98.3% |
| 3Y | -99.9% | +30.7% | -130.6% | -99.9% |
| 5Y | -99.9% | +45.9% | -145.7% | -99.9% |
| All | -99.9% | +171.4% | -271.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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