-95.6%
DFNS vs URA
-24.5%
-71.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.4% | -16.6% | -14.3% |
| 7D | -44.0% | -4.1% | -39.9% | -42.5% |
| 30D | -69.1% | -19.0% | -50.1% | -65.3% |
| 3M | -95.6% | -25.1% | -70.5% | -95.0% |
| All | -95.6% | -24.5% | -71.1% | -95.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling