-99.9%
DFNS vs UTHR
+344.2%
-444.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -3.3% | +2.8% | -6.1% | -3.2% |
| 30D | -73.1% | -2.3% | -70.8% | -73.1% |
| 3M | -71.4% | -7.4% | -64.0% | -71.5% |
| 6M | -93.8% | -6.0% | -87.9% | -93.9% |
| YTD | -98.0% | +3.4% | -101.5% | -98.0% |
| 1Y | -98.2% | +27.1% | -125.2% | -98.1% |
| 3Y | -99.9% | +123.8% | -223.7% | -99.9% |
| 5Y | -99.9% | +139.6% | -239.5% | -99.9% |
| All | -99.9% | +344.2% | -444.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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