-99.6%
DFNS vs UMAC
+2.9%
-102.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -10.9% | -7.5% | -14.5% |
| 7D | -27.7% | -26.0% | -1.6% | -19.4% |
| 30D | -58.0% | -40.3% | -17.7% | -49.8% |
| 3M | -94.0% | -51.1% | -42.8% | -92.3% |
| 6M | -94.6% | -5.6% | -88.9% | -94.7% |
| YTD | -99.4% | +2.3% | -101.7% | -99.5% |
| 1Y | -99.6% | +7.9% | -107.5% | -99.7% |
| All | -99.6% | +2.9% | -102.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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