-98.3%
DFNS vs UMAC
+164.0%
-262.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.7% |
| 7D | -16.0% | -0.9% | -15.1% | -15.6% |
| 30D | -77.7% | -7.7% | -70.0% | -77.0% |
| 3M | -77.2% | -26.4% | -50.7% | -76.5% |
| 6M | -95.2% | +61.9% | -157.0% | -96.4% |
| YTD | -98.0% | +86.5% | -184.5% | -98.6% |
| 1Y | -98.3% | +156.3% | -254.6% | -98.9% |
| All | -98.3% | +164.0% | -262.3% | -98.9% |
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