-100.0%
DFNS vs URA
+243.9%
-343.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.5% |
| 7D | -13.0% | +2.9% | -15.9% | -13.3% |
| 30D | -56.9% | -10.8% | -46.1% | -56.3% |
| 3M | -93.2% | -25.5% | -67.7% | -93.0% |
| 6M | -95.4% | -41.2% | -54.2% | -95.3% |
| YTD | -99.5% | -21.3% | -78.2% | -99.5% |
| 1Y | -99.6% | -25.7% | -73.9% | -99.6% |
| 3Y | -100.0% | +43.1% | -143.0% | -100.0% |
| 5Y | -100.0% | +35.6% | -135.6% | -100.0% |
| All | -100.0% | +243.9% | -343.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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