-99.9%
DFNS vs USB
+95.2%
-195.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.2% |
| 7D | -16.0% | +1.4% | -17.4% | -14.4% |
| 30D | -77.7% | -1.3% | -76.4% | -78.0% |
| 3M | -77.2% | +15.2% | -92.4% | -71.7% |
| 6M | -95.2% | +18.8% | -114.0% | -93.9% |
| YTD | -98.0% | +21.0% | -119.0% | -97.4% |
| 1Y | -98.3% | +34.0% | -132.3% | -97.4% |
| All | -99.9% | +95.2% | -195.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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