-99.9%
DFNS vs UMC
+932.4%
-1,032.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +2.0% |
| 7D | -3.3% | +11.4% | -14.7% | -5.5% |
| 30D | -73.1% | +16.8% | -89.9% | -74.1% |
| 3M | -71.4% | +19.1% | -90.5% | -72.8% |
| 6M | -93.8% | +137.4% | -231.3% | -95.3% |
| YTD | -98.0% | +186.4% | -284.4% | -98.6% |
| 1Y | -98.2% | +229.1% | -327.2% | -98.8% |
| 3Y | -99.9% | +257.9% | -357.8% | -99.9% |
| 5Y | -99.9% | +137.5% | -237.4% | -99.9% |
| All | -99.9% | +932.4% | -1,032.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling