-95.2%
DFNS vs URA
-11.5%
-83.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -16.0% | +1.1% | -17.1% | -16.4% |
| 30D | -77.7% | +7.4% | -85.1% | -78.8% |
| 3M | -77.2% | -8.4% | -68.8% | -79.1% |
| 6M | -95.2% | -12.7% | -82.5% | -95.6% |
| All | -95.2% | -11.5% | -83.7% | -95.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling