-99.2%
DFNS vs UMAC
+488.3%
-587.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.4% |
| 7D | -3.3% | -4.0% | +0.7% | -3.5% |
| 30D | -73.1% | -9.4% | -63.7% | -73.3% |
| 3M | -71.4% | +3.0% | -74.4% | -71.3% |
| 6M | -93.8% | +27.2% | -121.0% | -93.5% |
| YTD | -98.0% | +84.7% | -182.7% | -97.8% |
| 1Y | -98.2% | +136.5% | -234.6% | -97.8% |
| All | -99.2% | +488.3% | -587.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling