-99.9%
DFNS vs ULTA
+180.1%
-279.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -16.0% | +9.0% | -25.0% | -17.4% |
| 30D | -77.7% | +4.6% | -82.3% | -78.1% |
| 3M | -77.2% | +22.0% | -99.1% | -77.8% |
| 6M | -95.2% | -14.7% | -80.5% | -95.2% |
| YTD | -98.0% | -6.8% | -91.2% | -98.0% |
| 1Y | -98.3% | +6.5% | -104.8% | -98.3% |
| 3Y | -99.9% | +35.6% | -135.5% | -99.9% |
| 5Y | -99.9% | +47.6% | -147.5% | -99.9% |
| All | -99.9% | +180.1% | -279.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling