-99.7%
DFNS vs URI
+31.9%
-131.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.5% |
| 7D | -6.0% | +6.7% | -12.7% | -5.9% |
| 30D | -71.2% | +8.9% | -80.1% | -70.8% |
| 3M | -94.5% | +0.5% | -95.1% | -94.6% |
| 6M | -96.5% | +20.7% | -117.2% | -96.6% |
| YTD | -99.6% | +40.0% | -139.7% | -99.6% |
| 1Y | -99.7% | +34.4% | -134.1% | -99.7% |
| All | -99.7% | +31.9% | -131.6% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling