-99.9%
DFNS vs ULTA
+40.7%
-140.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | +4.6% | -1.8% | +6.4% | +5.1% |
| 30D | -73.9% | -1.2% | -72.6% | -74.0% |
| 3M | -71.7% | +13.4% | -85.1% | -72.4% |
| 6M | -94.6% | -15.6% | -79.0% | -94.6% |
| YTD | -98.1% | -10.4% | -87.6% | -98.1% |
| 1Y | -98.3% | +5.5% | -103.8% | -98.3% |
| 3Y | -99.9% | +31.0% | -130.9% | -99.9% |
| All | -99.9% | +40.7% | -140.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling