-100.0%
DFNS vs URI
+637.6%
-737.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.9% | -9.9% | -2.4% |
| 7D | -42.8% | -4.0% | -38.8% | -43.1% |
| 30D | -67.6% | +6.8% | -74.4% | -67.4% |
| 3M | -94.9% | -2.8% | -92.0% | -94.9% |
| 6M | -96.7% | +20.9% | -117.6% | -96.7% |
| YTD | -99.6% | +40.2% | -139.9% | -99.6% |
| 1Y | -99.7% | +34.1% | -133.8% | -99.7% |
| 3Y | -100.0% | +164.1% | -264.1% | -100.0% |
| 5Y | -100.0% | +199.3% | -299.3% | -100.0% |
| All | -100.0% | +637.6% | -737.6% | -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