-100.0%
DFNS vs URI
+136.1%
-236.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -7.1% | -12.5% | -20.8% |
| 7D | -37.4% | -12.9% | -24.5% | -39.2% |
| 30D | -65.8% | -3.4% | -62.4% | -66.0% |
| 3M | -95.0% | -10.0% | -85.0% | -95.2% |
| 6M | -95.8% | +12.2% | -108.0% | -95.7% |
| YTD | -99.5% | +29.8% | -129.3% | -99.5% |
| 1Y | -99.7% | +24.6% | -124.4% | -99.7% |
| All | -100.0% | +136.1% | -236.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling