-98.3%
DFNS vs UMC
+209.4%
-307.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +1.0% |
| 7D | -16.0% | +5.0% | -20.9% | -15.6% |
| 30D | -77.7% | +7.7% | -85.4% | -77.4% |
| 3M | -77.2% | +1.7% | -78.8% | -75.4% |
| 6M | -95.2% | +113.9% | -209.1% | -95.3% |
| YTD | -98.0% | +168.9% | -266.9% | -98.2% |
| 1Y | -98.3% | +207.2% | -305.5% | -98.5% |
| All | -98.3% | +209.4% | -307.7% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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