-100.0%
DFNS vs URI
+622.4%
-722.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.1% | +14.9% | +12.6% |
| 7D | -37.0% | -6.0% | -31.0% | -37.4% |
| 30D | -63.4% | +4.6% | -68.0% | -63.2% |
| 3M | -94.1% | -2.7% | -91.4% | -94.1% |
| 6M | -96.3% | +18.4% | -114.7% | -96.3% |
| YTD | -99.6% | +37.4% | -136.9% | -99.5% |
| 1Y | -99.7% | +30.4% | -130.1% | -99.7% |
| 3Y | -100.0% | +147.9% | -247.9% | -100.0% |
| 5Y | -100.0% | +202.1% | -302.0% | -100.0% |
| All | -100.0% | +622.4% | -722.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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