-99.2%
DFNS vs UMAC
+549.5%
-648.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -0.2% |
| 7D | +0.8% | +14.7% | -13.9% | +1.7% |
| 30D | -73.2% | -0.5% | -72.7% | -73.3% |
| 3M | -72.4% | +0.5% | -73.0% | -72.6% |
| 6M | -95.2% | +57.9% | -153.2% | -94.8% |
| YTD | -98.0% | +103.9% | -201.9% | -97.7% |
| 1Y | -98.3% | +159.3% | -257.5% | -97.9% |
| All | -99.2% | +549.5% | -648.7% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling