-100.0%
DFNS vs UTHR
+421.2%
-521.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -6.0% | +5.2% | -11.2% | -5.9% |
| 30D | -71.2% | +9.5% | -80.7% | -71.1% |
| 3M | -94.5% | +17.9% | -112.5% | -94.5% |
| 6M | -96.5% | +2.0% | -98.5% | -96.5% |
| YTD | -99.6% | +21.3% | -121.0% | -99.6% |
| 1Y | -99.7% | +27.9% | -127.6% | -99.7% |
| 3Y | -100.0% | +162.3% | -262.3% | -100.0% |
| 5Y | -100.0% | +190.7% | -290.7% | -100.0% |
| All | -100.0% | +421.2% | -521.1% | -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