-99.7%
DFNS vs URI
+26.0%
-125.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.1% | -13.4% | -12.2% |
| 7D | -44.0% | -9.8% | -34.2% | -44.2% |
| 30D | -69.1% | +1.7% | -70.9% | -68.8% |
| 3M | -95.6% | -9.1% | -86.6% | -95.7% |
| 6M | -96.2% | +9.9% | -106.0% | -96.2% |
| YTD | -99.6% | +31.2% | -130.8% | -99.6% |
| 1Y | -99.7% | +25.9% | -125.7% | -99.7% |
| All | -99.7% | +26.0% | -125.7% | -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