-99.9%
DFNS vs UMC
+145.1%
-244.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -5.8% |
| 7D | +4.6% | +13.6% | -9.0% | +0.5% |
| 30D | -73.9% | +20.8% | -94.6% | -75.6% |
| 3M | -71.7% | +16.1% | -87.9% | -73.9% |
| 6M | -94.6% | +137.3% | -231.9% | -96.5% |
| YTD | -98.1% | +193.8% | -291.8% | -99.0% |
| 1Y | -98.3% | +236.1% | -334.4% | -99.2% |
| 3Y | -99.9% | +267.1% | -367.0% | -99.9% |
| 5Y | -99.9% | +145.3% | -245.1% | -99.9% |
| All | -99.9% | +145.1% | -244.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling