-98.3%
DFNS vs ULTA
+5.8%
-104.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -4.6% |
| 7D | -6.3% | -3.1% | -3.3% | -3.5% |
| 30D | -74.0% | +2.8% | -76.8% | -75.8% |
| 3M | -70.1% | +14.8% | -84.9% | -73.9% |
| 6M | -93.9% | -16.2% | -77.7% | -94.3% |
| YTD | -98.1% | -9.6% | -88.5% | -98.2% |
| 1Y | -98.3% | +4.8% | -103.1% | -98.4% |
| All | -98.3% | +5.8% | -104.1% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling