-100.0%
DFNS vs UTHR
+418.9%
-518.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.1% | +11.8% | +12.8% |
| 7D | -37.0% | -2.1% | -34.8% | -37.0% |
| 30D | -63.4% | +7.2% | -70.6% | -63.3% |
| 3M | -94.1% | +11.1% | -105.2% | -94.0% |
| 6M | -96.3% | +4.2% | -100.5% | -96.3% |
| YTD | -99.6% | +20.8% | -120.4% | -99.6% |
| 1Y | -99.7% | +29.7% | -129.4% | -99.7% |
| 3Y | -100.0% | +164.1% | -264.1% | -100.0% |
| 5Y | -100.0% | +190.7% | -290.6% | -100.0% |
| All | -100.0% | +418.9% | -518.9% | -100.0% |
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