-99.6%
DFNS vs UMC
+112.5%
-212.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.1% | -16.3% | -18.4% |
| 7D | -27.7% | -14.7% | -13.0% | -28.4% |
| 30D | -58.0% | -32.9% | -25.1% | -59.1% |
| 3M | -94.0% | -22.2% | -71.8% | -94.0% |
| 6M | -94.6% | +25.9% | -120.5% | -94.3% |
| YTD | -99.4% | +107.9% | -207.4% | -99.4% |
| 1Y | -99.6% | +115.0% | -214.7% | -99.6% |
| All | -99.6% | +112.5% | -212.2% | -99.6% |
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