-100.0%
DFNS vs UMC
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.7% |
| 7D | -6.0% | +11.2% | -17.2% | -9.1% |
| 30D | -71.2% | -28.0% | -43.2% | -67.7% |
| 3M | -94.5% | -20.5% | -74.0% | -94.1% |
| 6M | -96.5% | -1.6% | -95.0% | -96.8% |
| YTD | -99.6% | +99.4% | -199.0% | -99.8% |
| 1Y | -99.7% | +120.4% | -220.1% | -99.8% |
| 3Y | -100.0% | +134.2% | -234.2% | -100.0% |
| All | -100.0% | +77.4% | -177.4% | -100.0% |
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